On the duration of stays of Brownian motion in domains in Euclidean space

Dimitrios Betsakos, Maher Boudabra, Greg Markowsky

Let $T_D$ denote the first exit time of a Brownian motion from a domain $D$ in ${\mathbb{R}}^n$. Given domains $U,W\subseteq {\mathbb{R}}^n$ containing the origin, we investigate th…