The probability expressions of first exit for Brownian motions at prescribed boundary parts of regions
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The probability expressions of first exit for Brownian motions at prescribed boundary parts of regions
Acta Scientiarum Naturalium Universitatis SunYatseniVol. 55, Issue 6, Pages: 44-51(2016)
作者机构:
广西民族大学理学院,广西,南宁,530006
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Published:2016,
Published Online:25 November 2016,
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ZOU Lang, LAN Shiyi. The probability expressions of first exit for Brownian motions at prescribed boundary parts of regions. [J]. Acta Scientiarum Naturalium Universitatis SunYatseni 55(6):44-51(2016)
DOI:
ZOU Lang, LAN Shiyi. The probability expressions of first exit for Brownian motions at prescribed boundary parts of regions. [J]. Acta Scientiarum Naturalium Universitatis SunYatseni 55(6):44-51(2016)DOI:
The probability expressions of first exit for Brownian motions at prescribed boundary parts of regions
Brownian motion plays a very important role in both stochastic process and Schramm Loewner Evolution (SLE). Firstly
by using the properties of Brownian motions
it is derived that the probability expressions of Brownian motion exiting first at prescribed boundary parts of regions. The correctness of the obtained results is verified by numerical simulations. Secondly
the relationship between harmonic measure and probability of Brownian motion exiting first a simply connected domain at the specified boundary is discussed. The probability formulas of the former are derived by using the results of the latter. In addition
some other related results are obtained.
关键词
Brownian运动首离概率Schramm-Loewner演变调和测度
Keywords
Brownian motionprobability of first exitSchramm-Loewner Evolutionharmonic measure