Applied Mathematics and Optimization, Vol.49, No.1, 43-53, 2004
Exit times from equilateral triangles
In-this paper we obtain a closed form expression of the expected exit time of a Brownian motion from equilateral triangles. We consider first the analogous problem for a symmetric random walk on the triangular lattice and show that it is equivalent to the ruin problem of an appropriate three player game. A suitable scaling of this random walk allows us to exhibit explicitly the relation between the respective exit times, This gives. us the solution of the related Poisson equation.