Exit Distributions for the Brownian motion In Simply Connected Planar Domains

Authors

  • M.E. Gageonea Transilvania University of Brasov, Romania
  • M.N. Pascu Transilvania University of Brasov, Romania

Keywords:

Brownian motion, exit distribution, Poisson kernel

Abstract

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