Sharp Integrability for Brownian Motion in Parabola-shaped Regions
| dc.creator | Banuelos, Rodrigo | |
| dc.creator | Carroll, Tom | |
| dc.date | 2003-12-01 | |
| dc.date | 2004-07-16 | |
| dc.date.accessioned | 2026-07-07T05:03:26Z | |
| dc.date.available | 2026-07-07T05:03:26Z | |
| dc.description | We study the sharp order of integrability of the exit position of Brownian motion from the planar domains ${\cal P}_α= \{(x,y)\in \bR\times \bR\colon x> 0, |y| < Ax^α\}$, $0<α<1$. Together with some simple good-$λ$ type arguments, this implies the order of integrability for the exit time of these domains; a result first proved for $α=1/2$ by Bañuelos, DeBlassie and Smits \cite{ba} and for general $α$ by Li \cite{li}. A sharp version of this result is also proved in higher dimensions. | |
| dc.identifier | https://arxiv.org/abs/math/0312037 | |
| dc.identifier | http://arxiv.org/abs/math/0312037 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/69420 | |
| dc.subject | Probability | |
| dc.subject | Analysis of PDEs | |
| dc.title | Sharp Integrability for Brownian Motion in Parabola-shaped Regions | |
| dc.type | text |