Hitting a triangle. Suppose that a Wiener process in two
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Hitting a triangle. Suppose that a Wiener process in two dimensions is started at W(0) = (x, y) where (x, y) is in the i
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Hitting a triangle. Suppose that a Wiener process in two dimensions is started at W(0) = (x, y) where (x, y) is in the interior of the triangle D determined by t(x, y) = (a ? x)(x ? ?3y + 2a)(x + ?3y + 2a) = 0. Show that the expected time until W(t) hits the triangle is t(x, y)/6a.
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