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Some Examples of First Exit Times

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The Mathematics of the Uncertain

Part of the book series: Studies in Systems, Decision and Control ((SSDC,volume 142))

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Abstract

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.

To Pedro Gil, in memoriam.

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References

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Correspondence to Alberto Candel .

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Álvarez López, J.A., Candel, A. (2018). Some Examples of First Exit Times. In: Gil, E., Gil, E., Gil, J., Gil, M. (eds) The Mathematics of the Uncertain. Studies in Systems, Decision and Control, vol 142. Springer, Cham. https://doi.org/10.1007/978-3-319-73848-2_72

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  • DOI: https://doi.org/10.1007/978-3-319-73848-2_72

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-73847-5

  • Online ISBN: 978-3-319-73848-2

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