Among all two-dimensional convex domains the disk is not optimal for the lifetime of a conditioned Brownian motion

DOI10.1007/BF02786655zbMath1016.60073MaRDI QIDQ698330

Guido Sweers, Bernhard Kawohl

Publication date: 27 July 2003

Published in: Journal d'Analyse Mathématique (Search for Journal in Brave)

zbMATH Keywords

Dirichlet problemGreen functionlifetimeconditional Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60)

Related Items

Maxima for the expectation of the lifetime of a Brownian motion in the ball ⋮ Positivity for the Navier bilaplace, an anti-eigenvalue and an expected lifetime ⋮ Local and global maxima for the expectation of the lifetime of a Brownian motion on the disk ⋮ Among all two-dimensional convex domains the disk is not optimal for the lifetime of a conditioned Brownian motion ⋮ Conformal Skorokhod embeddings and related extremal problems ⋮ On a conditioned Brownian motion and a maximum principle on the disk

Cites Work

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• Extremal problems for conditioned Brownian motion and the hyperbolic metric
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• Lifetime of conditioned Brownian motion in Lipschitz domains
• Potential theory for the Schrödinger equation
• The lifetime of conditioned Brownian motion
• From Brownian Motion to Schrödinger’s Equation
• Weakly Coupled Elliptic Systems and Positivity

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