Brownian Motion in Twisted Domains

  • Published 2004


The tail behavior of a Brownian motion’s exit time from an unbounded domain depends upon the growth of the “inner radius” of the domain. In this article we quantify this idea by introducing the notion of a twisted domain in the plane. Roughly speaking, such a domain is generated by a planar curve as follows. As a traveler proceeds out along the curve, the… (More)


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