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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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https://hal.archives-ouvertes.fr/hal-00142289
Contributor : Athanasios Batakis <>
Submitted on : Wednesday, April 18, 2007 - 10:48:04 AM
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  • HAL Id : hal-00142289, version 1
  • ARXIV : 0704.2362

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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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