The first exit time of planar Brownian motion from the interior of a parabola

Authors
Banuelos, R DeBlassie, RD Smits, R
Citation
R. Banuelos et al., The first exit time of planar Brownian motion from the interior of a parabola, ANN PROBAB, 29(2), 2001, pp. 882-901
Citations number
9
Categorie Soggetti
Mathematics
Journal title
ANNALS OF PROBABILITY
ISSN journal
00911798 → ACNP
Volume
29
Issue
2
Year of publication
2001
Pages
882 - 901
Database
ISI
SICI code
0091-1798(200104)29:2<882:TFETOP>2.0.ZU;2-#
Abstract
Let D be the interior of a parabola in R-2 and T (D) the first exit time of Brownian motion from D. We show - log P(T-D > t) behaves like t(1/3) as t --> infinity.