# On Brownian flights

Abstract : Let K be a compact subset of ${\mathbb R}^n$. We choose at random with uniform law a point at distance $\varepsilon$ of K and start a Brownian motion (BM) from this point. We study the probability that this BM hits K for the first time at a distance $\geq r$ from the starting point.
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Cited literature [11 references]

https://hal.archives-ouvertes.fr/hal-00142289
Contributor : Athanasios Batakis <>
Submitted on : Wednesday, April 18, 2007 - 10:48:04 AM
Last modification on : Thursday, March 5, 2020 - 6:23:50 PM
Document(s) archivé(s) le : Wednesday, April 7, 2010 - 12:22:21 AM

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### Identifiers

• HAL Id : hal-00142289, version 1
• ARXIV : 0704.2362

### Citation

Athanasios Batakis, Pierre Levitz, Michel Zinsmeister. On Brownian flights. Pure & Applied Mathematics Quarterly, 2011, Vol. 7, 1, pg 85-105. ⟨hal-00142289⟩

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