| Título: | The Exit Place of Brownian Motion in an Unbounded Domain |
| Autores: | DeBlassie, Dante; New Mexico State University |
| Fecha: | 2009-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Exit place of Brownian motion, parabolic-type domain, horn-shaped domain, $h$-transform, Green function, harmonic measure 60J65 |
| Descripción: | For Brownian motion in an unbounded domain we study the influence of the "far away" behavior of the domain on the probability that the modulus of the Brownian motion is large when it exits the domain. Roughly speaking, if the domain expands at a sublinear rate, then the chance of a large exit place decays in a subexponential fashion. The decay rate can be explicitly given in terms of the sublinear expansion rate. Our results encompass and extend some known special cases. |
| Idioma: | No aplica |
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