The lifetime of conditioned Brownian motion in planar domains of infinite area (Q2639440): Difference between revisions

It is shown that (1) all expected lifetimes of h-processes in D are finite if and only if the area of D is finite, where \(D=\{(x,y):\;\phi_ - (x)<y<\phi_+(x),\quad -\infty <x<\infty \}\) and \(\phi_ -<\phi_+\) are two Lipschitz functions; (2) if \(\Omega\) is a bounded convex region in the plane, there is an h- process in \(\Omega\) with expected lifetime at least \(c\cdot area(\Omega).\) Moreover the author gives an example of a planar domain D with infinite area such that the expected lifetime of each h-process in D is finite.