Doob's conditioned diffusions and their lifetimes
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Publication:1105287
DOI10.1214/AOP/1176991678zbMath0648.60079OpenAlexW2110278262MaRDI QIDQ1105287
Publication date: 1988
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176991678
Dirichlet-problemexterior cone-propertyI-function of Donsker and Varadhanstrictly elliptic generator
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The lifetime of conditioned diffusions associated with some degenerate elliptic operators ⋮ 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 ⋮ Intrinsic ultracontractivity and the Dirichlet Laplacian ⋮ Lifetimes of conditioned diffusions ⋮ The lifetime of diffusion processes with application to conditioned diffusions
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