The expected time to end the tug-of-war in a wedge

• 成果类型: Article
• 署名作者: DeBlassie, Dante; Smits, Robert G.
• 署名单位: New Mexico State University
• 刊物名称: PROBABILITY THEORY AND RELATED FIELDS
• ISSN/ISSBN: 0178-8051
• DOI: 10.1007/s00440-011-0400-5
• 发表日期: 2013
• 页码: 347-378
• 关键词: brownian-motion; p-laplacian; exit times; EQUATIONS

摘要

Using a solution of a nonhomogeneous partial differential equation involving the p-Laplacian, we study the finiteness of the expected time to end the tug-of-war in a wedge.