Conditioned Brownian motion and hyperbolic geodesics in simply connected domains (Q1310139)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Conditioned Brownian motion and hyperbolic geodesics in simply connected domains
scientific article

    Statements

    Conditioned Brownian motion and hyperbolic geodesics in simply connected domains (English)
    0 references
    0 references
    0 references
    29 January 1995
    0 references
    Let \(D\) be a simply connected plane domain, \(B_ t\) a Brownian motion in \(D\) with life-time \(\tau_ D\), \(P^ D_ t(w,z)\) its transition probability, \(H^ +(D)\) the collection of all positive harmonic functions in \(D\), \(P^ h_ t (w,z)= {1\over {h(w)}} P^ D_ t (w,z) h(z)\) the transition function for the Brownian motion conditioned by \(h\in H^ +(D)\), \(P^ h_ w\) the measure on path space induced by \(P^ h_ t\), and \(E^ h_ w\) the corresponding expectation. The authors extend the Cranston-McConnells inequality and give upper and lower estimates for \(\sup_{w\in D, h\in H^ +(D)} E^ h_ w(\tau_ D)\) in terms of geodesics and hyperbolic distance in \(D\). As a consequence new and shorter proofs of recent results of Xu, Davis and others are obtained. Some sufficient conditions for a domain with infinite area to have finite life-time are also proposed.
    0 references
    hyperbolic distance
    0 references
    geodesic
    0 references
    conformal invariance
    0 references
    Green function
    0 references
    harmonic measure
    0 references
    Brownian motion
    0 references
    transition probability
    0 references
    harmonic functions
    0 references
    Cranston-McConnells inequality
    0 references

    Identifiers