Top-edge exit probability of a Brownian half-strip
ID: top-edge-exit-probability-of-a-brownian-half-strip
For planar Brownian motion started at , and , in , the displayed value is its probability of exiting through . The half-strip conformal map by hyperbolic cosine sends the top edge to and the starting point to , where and . Integrating the Cauchy exit law from a Brownian half-plane over that ray proves the formula. As it tends to .
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