论文标题

最大化$ p $ - 从给定领域的平面布朗尼运动的退出时间

Maximizing the $p$-th moment of exit time of planar Brownian motion from a given domain

论文作者

Boudabra, Maher, Markowsky, Greg

论文摘要

在本文中,我们解决了一个问题的问题,即从给定域中最大化平面布朗尼运动时间的$ p $ themth时刻。我们提出了一种将域的一部分排除在考虑之外的几何方法,该方法利用了耦合参数和布朗运动的形式不变性。在许多情况下,最大化点可以定位于相对较小的区域。提出了几个说明性示例。

In this paper we address the question of finding the point which maximizes the $p$-th moment of the exit time of planar Brownian motion from a given domain. We present a geometrical method of excluding parts of the domain from consideration which makes use of a coupling argument and the conformal invariance of Brownian motion. In many cases the maximizing point can be localized to a relatively small region. Several illustrative examples are presented.

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