Exit Distributions for the Brownian motion In Simply Connected Planar Domains
Keywords:
Brownian motion, exit distribution, Poisson kernelAbstract
We use the conformal invariance of Brownian motion to compute the exit distribution of the Brownian motion from a simply connected planar domain in terms of the conformal map between the unit disk and the given domain.Published
2007-01-15
Issue
Section
MATHEMATICS