Advanced Studies in Pure Mathematics
- Adv. Stud. Pure Math.
- Potential Theory in Matsue, H. Aikawa, T. Kumagai, Y. Mizuta and N. Suzuki, eds. (Tokyo: Mathematical Society of Japan, 2006), 25 - 41
Brownian motion and harmonic measure in conic sections
This is a survey of results on the exit time and the exit position of Brownian motion from cones and parabola-shaped regions in Euclidean space. The paper begins with a section on harmonic measure.
Received: 30 March 2005
Revised: 25 April 2005
First available in Project Euclid: 16 December 2018
Permanent link to this document
Digital Object Identifier
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Primary: 60J65: Brownian motion [See also 58J65] 30C35: General theory of conformal mappings 30C85: Capacity and harmonic measure in the complex plane [See also 31A15] 31A15: Potentials and capacity, harmonic measure, extremal length [See also 30C85]
Carroll, Tom. Brownian motion and harmonic measure in conic sections. Potential Theory in Matsue, 25--41, Mathematical Society of Japan, Tokyo, Japan, 2006. doi:10.2969/aspm/04410025. https://projecteuclid.org/euclid.aspm/1544999677