The first exit time of planar Brownian motion from the interior of a parabola

• 成果类型: Article
• 署名作者: Bañuelos, R; DeBlassie, RD; Smits, R
• 署名单位: Purdue University System; Purdue University; Texas A&M University System; Texas A&M University College Station; University System of Maryland; Towson University
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• 发表日期: 2001
• 页码: 882-901
• 关键词: cones

摘要

Let D be the interior of a parabola in R-2 and T (D) the first exit time of Brownian motion from D. We show - log P(T-D > t) behaves like t(1/3) as t --> infinity.