Timeline for Area covered by Brownian motion of 2D disc
Current License: CC BY-SA 3.0
6 events
| when toggle format | what | by | license | comment | |
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| Apr 13, 2017 at 12:58 | history | edited | CommunityBot |
replaced http://mathoverflow.net/ with https://mathoverflow.net/
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| Jan 28, 2014 at 14:57 | comment | added | Jeff Schenker | I should add that the contour integral you get for $A_t$ can be transformed into a form suitable for numerical integration. I wanted to compute $u(r,t)$ for various values of $r$ and $t$ a couple of years ago; I was able to do so easily in Matlab using off the shelf numerical integrators. | |
| Jan 28, 2014 at 1:30 | vote | accept | John Jumper | ||
| Jan 27, 2014 at 23:04 | comment | added | John Jumper | It will take me more time to digest the solution, but I believe that transferring the problem to an absorbing disk at the origin is valid. Thank you. | |
| Jan 27, 2014 at 23:00 | vote | accept | John Jumper | ||
| Jan 28, 2014 at 1:30 | |||||
| Jan 27, 2014 at 22:31 | history | answered | Jeff Schenker | CC BY-SA 3.0 |