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arxiv: 1606.08335 · v2 · pith:TMUIJXO7new · submitted 2016-06-27 · 🧮 math.DG · math.AP

Some examples of first exit times

classification 🧮 math.DG math.AP
keywords exitfirstplanetimesarticlebrowniancomputedomains
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The purpose of this article is to compute the expected first exit times of Brownian motion from a variety of domains in the Euclidean plane and in the hyperbolic plane.

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