Conformal Skorokhod embeddings and related extremal problems

DOI10.1214/20-ECP324zbMath1453.60093arXiv2001.12008MaRDI QIDQ782835

Hugo Panzo, Phanuel Mariano

Publication date: 29 July 2020

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.12008

zbMATH Keywords

harmonic measureprincipal eigenvaluetorsion functioncatenary of equal resistanceconformal Skorokhod embeddinggrim reaper curve

Mathematics Subject Classification ID

Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Conformal mappings of special domains (30C20) Extremal problems for conformal and quasiconformal mappings, variational methods (30C70) Capacity and harmonic measure in the complex plane (30C85)

Related Items (6)

Remarks on Gross' technique for obtaining a conformal Skorohod embedding of planar Brownian motion ⋮ Bounds for exit times of Brownian motion and the first Dirichlet eigenvalue for the Laplacian ⋮ Improved upper bounds for the hot spots constant of Lipschitz domains ⋮ A new solution to the conformal Skorokhod embedding problem and applications to the Dirichlet eigenvalue problem ⋮ On the finiteness of moments of the exit time of planar Brownian motion from comb domains ⋮ Spectral upper bound for the torsion function of symmetric stable processes

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