Open Access
VOL. 44 | 2006 Brownian motion and harmonic measure in conic sections
Chapter Author(s) Tom Carroll
Editor(s) Hiroaki Aikawa, Takashi Kumagai, Yoshihiro Mizuta, Noriaki Suzuki
Adv. Stud. Pure Math., 2006: 25-41 (2006) DOI: 10.2969/aspm/04410025

Abstract

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.

Information

Published: 1 January 2006
First available in Project Euclid: 16 December 2018

zbMATH: 1114.31001
MathSciNet: MR2277820

Digital Object Identifier: 10.2969/aspm/04410025

Subjects:
Primary: 30C35 , 30C85 , 31A15 , 60J65

Keywords: Brownian motion , conformal mapping , harmonic measure

Rights: Copyright © 2006 Mathematical Society of Japan

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