Of course there is! Go to http://mysite.com/_Layouts/AreaWelcomePage.aspx and change the URL.
Or via the UI:
Site actions > Site Settings > User Interface > Welcome Page and change the URL.
Update
I just tried myself and I see that none of them work. It seems like that the page has to reside in the content database and not just the domain.
I found a workaround though. On your landingpage, you can insert a HTML-Formular webpart in which you can write some javascript which will redirect the user.
Another option is to develop a webpart which automatically redirects to the given application page of your choice.
With either of these 2, you of course can't go to the page and edit it after they are inserted, as they will redirect you ASAP. This can be countered by entering the URL of the set landing page and then add ?contents=1 (http://mysite.com/pages/default.aspx?contens=1) which will open a page telling you which webparts are on the page, and through that you can remove them, in case you don't want it to redirect any more.
Hope this helps! :)