The lifetime of conditioned Brownian motion in certain Lipschitz domains

DOI10.1007/BF00320080zbMath0592.60068MaRDI QIDQ1075699

Richard Dante DeBlassie

Publication date: 1987

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

first eigenvalueconditioned Brownian motionseries expansion for the distribution of the lifetime

Mathematics Subject Classification ID

Brownian motion (60J65) Limit theorems in probability theory (60F99)

Related Items (10)

The lifetime of conditioned diffusions associated with some degenerate elliptic operators ⋮ Intrinsic ultracontractivity for stable semigroups on unbounded open sets ⋮ The h-path distribution of the lifetime of conditioned Brownian motion for non-smooth domains ⋮ Heat kernel, eigenfunctions, and conditioned Brownian motion in planar domains ⋮ The influence of a power law drift on the exit time of Brownian motion from a half-line ⋮ On the distribution of first exit time for Brownian motion with double linear time-dependent barriers ⋮ Intrinsic ultracontractivity and the Dirichlet Laplacian ⋮ Intrinsic ultracontractivity and eigenfunction estimates for Schrödinger operators ⋮ Lifetimes of conditioned diffusions ⋮ A Conformal Inequality Related to the Conditional Gauge Theorem

Cites Work

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• The lifetime of conditional Brownian motion in the plane
• Exit times from cones in \({\mathbb{R}}^ n\) of Brownian motion
• Exit times of Brownian motion, harmonic majorization, and Hardy spaces
• Conditional brownian motion and the boundary limits of harmonic functions
• Conditional gauge with unbounded potential
• Lifetime of conditioned Brownian motion in Lipschitz domains
• Feynman-Kac functionals and positive solutions of 1/2?u+qu=0
• The lifetime of conditioned Brownian motion
• Positive Harmonic Functions on Lipschitz Domains

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