Brownian exit time
= Brownian exit time
{title2=$T_D$}
For a domain $D$, the Brownian exit time is $T_D=\inf\{t\geq0:B_t\notin D\}$. It is a <stopping time>, and it has finite expectation when $D$ is bounded.
= Brownian exit time
{title2=$T_D$}
For a domain $D$, the Brownian exit time is $T_D=\inf\{t\geq0:B_t\notin D\}$. It is a <stopping time>, and it has finite expectation when $D$ is bounded.