Lifetimes of conditioned diffusions (Q1182503)

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Lifetimes of conditioned diffusions
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    Lifetimes of conditioned diffusions (English)
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    28 June 1992
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    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.
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    expected lifetimes of conditioned diffusions
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    parabolic boundary Harnack principle
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