The First Exit Time of Planar Brownian Motion from The Interior Of a Parabola
Rodrigo Bañuelos, R.Dante DeBlassie, and Robert Smits
Source: Ann. Probab. Volume 29, Number 2
(2001), 882-901.
Abstract
Let $D$ be the interior of a parabola in $\mathbb{R}^2$ and $\tau_D$ the first exit time of Brownian motion from $D$ .We show $.-log P(\tau_D) >t)$ behaves like $t^{1 /3}$ as $t \to \infty$.
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Keywords: Exit times; eigenfunction expansions; Feynman-Kac functionals; Bessel processes; large deviation
Full-text: Open access
Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.aop/1008956696
Digital Object Identifier: doi:10.1214/aop/1008956696
Mathematical Reviews number (MathSciNet): MR1849181
Zentralblatt MATH identifier: 1013.60060
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