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Results tagged with differential-equations
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user 17243
Ordinary or partial differential equations. Delay differential equations, neutral equations, integro-differential equations. Well-posedness, asymptotic behavior, and related questions.
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answers
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Probability of winding number of 2D Brownian Motion
Let $B_t$ be a 2D Brownian Motion with $B_0 = (1,0)$. Now, express $B_t$ in polars, that is, $B_t = (r(t), \theta(t))$. Let $\tau = \inf\{t > 0 : \theta(t) \geq 2 \pi \}$. What is $\mathbb{P}[\tau \le …
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