A low intensity maximum principle for bi-Brownian motion (Q2277678)

The maximum principle for bi-Brownian motion fails badly, but it can be retained in a weakened form. Bi-Brownian motion is the two-parameter stochastic process \(Z(s,t)=(X(s),Y(t)),\) where X and Y are independent d- dimensional Brownian motions, each started from 0, and \(d\geq 3\). Its potential kernel is \(u=v\otimes v\), where v is the Newtonian kernel. We show that if \(\mu\) is supported on K and \(U\mu\leq 1\) on K, then \(U\mu\) (0) can be bounded by a constant times the probability of Z hitting K, provided this probability is small.