2021•Annales Fennici MathematiciOpen access

On the finiteness of moments of the exit time of planar Brownian motion from comb domains

Maher Boudabra, Greg Markowsky

Open full text 3 citations

Abstract

A comb domain is defined to be the entire complex plain with a collection of vertical slits, symmetric over the real axis, removed. In this paper, we consider the question of determining whether the exit time of planar Brownian motion from such a domain has finite \(p\)-th moment. This question has been addressed before in relation to starlike domains, but these previous results do not apply to comb domains. Our main result is a sufficient condition on the location of the slits which ensures that the \(p\)-th moment of the exit time is finite. Several auxiliary results are also presented, including a construction of a comb domain whose exit time has infinite \(p\)-th moment for all \(p \geq 1/2\).

Open-access reader

About this research paper

What this paper is about

A comb domain is defined to be the entire complex plain with a collection of vertical slits, symmetric over the real axis, removed. In this paper, we consider the question of determining whether the exit time of planar Brownian motion from such a domain has finite \(p\)-th moment. This question has been addressed before in relation to starlike domains, but these previous results do not apply to comb domains. Our main result is a sufficient condition on the location of the slits which ensures that the \(p\)-th moment of the exit time is finite. Several auxiliary results are also presented, including a construction of a comb domain whose exit time has infinite \(p\)-th moment for all \(p \geq 1/2\).

Why it matters

OpenAlex reports 3 citations for this work. Citation counts describe recorded attention and do not establish research quality.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available abstract

A comb domain is defined to be the entire complex plain with a collection of vertical slits, symmetric over the real axis, removed. In this paper, we consider the question of determining whether the exit time of planar Brownian motion from such a domain has finite \(p\)-th moment. This question has been addressed before in relation to starlike domains, but these previous results do not apply to comb domains. Our main result is a sufficient condition on the location of the slits which ensures that the \(p\)-th moment of the exit time is finite. Several auxiliary results are also presented, including a construction of a comb domain whose exit time has infinite \(p\)-th moment for all \(p \geq 1/2\).

Key concepts: Moment (physics), Planar, Brownian motion, Domain (mathematical analysis), Second moment of area, Mathematics, Motion (physics), Mathematical analysis

Related papers

Back to paper searchBrowse research topicsOriginal source
On the finiteness of moments of the exit time of planar Brownian motion from comb domains — Research Paper | ScholarLens