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April 2001 The First Exit Time of Planar Brownian Motion from The Interior Of a Parabola
Rodrigo Bañuelos, R. Dante DeBlassie, Robert Smits
Ann. Probab. 29(2): 882-901 (April 2001). DOI: 10.1214/aop/1008956696

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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Rodrigo Bañuelos. R. Dante DeBlassie. Robert Smits. "The First Exit Time of Planar Brownian Motion from The Interior Of a Parabola." Ann. Probab. 29 (2) 882 - 901, April 2001. https://doi.org/10.1214/aop/1008956696

Information

Published: April 2001
First available in Project Euclid: 21 December 2001

zbMATH: 1013.60060
MathSciNet: MR1849181
Digital Object Identifier: 10.1214/aop/1008956696

Subjects:
Primary: 60F10. , 60J50 , 60J65

Keywords: Bessel processes , eigenfunction expansions , exit times , Feynman-Kac functionals , large deviation

Rights: Copyright © 2001 Institute of Mathematical Statistics

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Vol.29 • No. 2 • April 2001
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