On Brownian flights

Details On Brownian flights On Brownian flights

2007-04-18

arxiv.org/abs/0704.2362v1

Pure \& Applied Mathematics Quarterly (2011) Vol. 7, 1, pg 85-105

Mathematics

Classical Analysis and ODEs

Scientific paper

Let K be a compact subset of ${\mathbb R}^n$. We choose at random with
uniform law a point at distance $\epsilon$ of K and start a Brownian motion
(BM) from this point. We study the probability that this BM hits K for the
first time at a distance $\geq r$ from the starting point.

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