Abstract
Let Wt be Brownian motion in the plane started at the origin and let θ be the first exit time of the unit disk D1. Let μθ(x,ϵ)=1 πϵ2 ∫0θ1 {B(x,ϵ)}(Wt)dt, and set μθ∗(ϵ)=supx∈D1μθ(x,ϵ). We show that μθ∗(ϵ)− 2∕πlogϵ−1−1 2loglogϵ−1 is tight.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.