Conditional Brownian motion in rapidly exhaustible domains (Q1092521): Difference between revisions

Let D be a domain in \({\mathbb{R}}^ d\) and let \(\Delta_ 1\) be the set of minimal points of the Martin boundary of D. For \(x\in D\) and \(z\in \Delta_ 1\), let \((X_ t)\) under the law \(P^{x;z}\) be Brownian motion in D, starting at x and conditioned to converge to z. Let \(\tau\) be the lifetime of \((X_ t)\), so \(X_{\tau^-}=z P^{x;z}\) a.s. Let \(q\in L^ p(D)\) for some \(p>d/2\). Under the assumption that D is what we call rapidly exhaustible, which is essentially a very weak boundary smoothness condition, we show that if the quantity \[ E^{x;z}\{\exp [\int^{\tau}_{0}q(X_ s)ds]\} \] is finite for one \(x\in D\) and one \(z\in \Delta_ 1\), then this quantity is bounded on \(D\times \Delta_ 1\). This result may be viewed as saying, in a fairly strong sense, that the amount of time \((X_ t)\) spends in each part of D does not depend very much on the minimal Martin boundary point z to which \((X_ t)\) is conditioned to converge.