On the finiteness of moments of the exit time of planar Brownian motion from comb domains

Abstract

A comb domain is defined to be the entire complex plain with a collection of vertical slits, symmetric over the real axis, removed. In this paper, we consider the question of determining whether the exit time of planar Brownian motion from such a domain has finite \(p\)-th moment. This question has been addressed before in relation to starlike domains, but these previous results do not apply to comb domains. Our main result is a sufficient condition on the location of the slits which ensures that the \(p\)-th moment of the exit time is finite. Several auxiliary results are also presented, including a construction of a comb domain whose exit time has infinite \(p\)-th moment for all \(p \geq 1/2\).