The First Exit Time of Planar Brownian Motion from The Interior Of a Parabola
Open Access
- 1 April 2001
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Probability
- Vol. 29 (2) , 882-901
- https://doi.org/10.1214/aop/1008956696
Abstract
Let $D$ be the interior of a parabola in $\mathbb{R}^2$ and $\tau_D$ the first exit time of Brownian motion from $D$ .We show $.-log P(\tau_D) >t)$ behaves like $t^{1 /3}$ as $t \to \infty$.
Keywords
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