Lifetimes of conditioned diffusions (Q1182503)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Lifetimes of conditioned diffusions |
scientific article |
Statements
Lifetimes of conditioned diffusions (English)
0 references
28 June 1992
0 references
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.
0 references
expected lifetimes of conditioned diffusions
0 references
parabolic boundary Harnack principle
0 references
0 references
0 references
0 references