Projects per year
Abstract
It has been known for some time that the Green's function of a planar domain can be defined in terms of the exit time of Brownian motion, and this definition has been extended to stopping times more general than exit times. In this paper, we extend the notion of conformal invariance of Green's function to analytic functions which are not injective, and use this extension to calculate the Green's function for a stopping time defined by the winding of Brownian motion. These considerations lead to a new proof of the Riemann mapping theorem. We also show how this invariance can be used to deduce several identities, including the standard infinite product representations of several trigonometric functions.
Original language | English |
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Pages (from-to) | 1221–1233 |
Number of pages | 13 |
Journal | Journal of Mathematical Analysis and Applications |
Volume | 455 |
Issue number | 2 |
DOIs | |
Publication status | Published - 2017 |
Keywords
- Analytic function theory
- Green's function
- Infinite products
- Planar Brownian motion
- Riemann mapping theorem
Projects
- 2 Finished
-
Planar Brownian motion and complex analysis
Australian Research Council (ARC)
2/01/14 → 11/01/17
Project: Research
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New Stochastic Processes with Applications in Finance
Klebaner, F., Buchmann, B. & Hamza, K.
Australian Research Council (ARC), Monash University
31/07/09 → 31/12/13
Project: Research