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DOI: 10.1007/s00245-003-0779-1 Appl Math Optim 49:4353 (2004)
 

Summary: DOI: 10.1007/s00245-003-0779-1
Appl Math Optim 49:43­53 (2004)
© 2003 Springer-Verlag New York Inc.
Exit Times from Equilateral Triangles
Aureli Alabert,1
Merc`e Farr´e,1
and Rahul Roy2
1Departament de Matem`atiques, Universitat Aut`onoma de Barcelona,
08193 Bellaterra, Catalonia, Spain
{alabert,farre}@mat.uab.es
2Centre de Recerca Matem`atica, Apartat 50,
08193 Bellaterra, Catalonia, Spain
and
Indian Statistical Institute,
7 S.J.S. Sansanwal Marg,
New Delhi - 110016, India
rahul@isid.ac.in
Abstract. In this paper we obtain a closed form expression of the expected exit
time of a Brownian motion from equilateral triangles. We consider first the analogous
problem for a symmetric random walk on the triangular lattice and show that it is

  

Source: Alabert, Aureli - Departament de Matemàtiques, Universitat Autònoma de Barcelona

 

Collections: Mathematics