Exit Times from Equilateral Triangles
Journal Article
·
· Applied Mathematics and Optimization
- Departament de Matematiques, Universitat Autonoma de Barcelona, 08193 Bellaterra, Catalonia (Spain)
- Centre de Recerca Matematica, Apartat 50, 08193 Bellaterra, Catalonia, SpainandIndian Statistical Institute, 7 S.J.S. Sansanwal Marg, New Delhi - 110016 (India)
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 equivalent to the ruin problem of an appropriate three player game. A suitable scaling of this random walk allows us to exhibit explicitly the relation between the respective exit times. This gives us the solution of the related Poisson equation.
- OSTI ID:
- 21067463
- Journal Information:
- Applied Mathematics and Optimization, Journal Name: Applied Mathematics and Optimization Journal Issue: 1 Vol. 49; ISSN 0095-4616
- Country of Publication:
- United States
- Language:
- English
Similar Records
Post-Newtonian effects on Lagrange's equilateral triangular solution for the three-body problem
On continuous-time two person full-information best choice problem with imperfect observation
On the chromatic number of a space with forbidden equilateral triangle
Journal Article
·
Fri Apr 15 00:00:00 EDT 2011
· Physical Review. D, Particles Fields
·
OSTI ID:21541492
On continuous-time two person full-information best choice problem with imperfect observation
Conference
·
Fri Dec 30 23:00:00 EST 1994
·
OSTI ID:36403
On the chromatic number of a space with forbidden equilateral triangle
Journal Article
·
Tue Sep 30 00:00:00 EDT 2014
· Sbornik. Mathematics
·
OSTI ID:22364894