Lifetimes of conditioned diffusions (Q1182503): Difference between revisions

We investigate when an upper bound on expected lifetimes of conditioned diffusions associated with elliptic operators in divergence and non- divergence form can be found. The critical value of the parameter is found for each of the following classes of domains: \(L^ p\)-domains (\(p=n-1\)), uniformly regular twisted \(L^ p\)-domains (\(p=n-1\)), and twisted Hölder domains (\(\alpha=1/3\)). A related parabolic boundary Harnack principle is proved.