Lifetime and heat kernel estimates in non-smooth domains (Q5287470)

Let \(D\) be a domain in \(\mathbb{R}^ n\), \(n\geq 2\), and let \(B_ t\) be Brownian motion in \(D\) with lifetime \(\tau_ D\). The transition probabilities for this motion are given by the Dirichlet heat kernel \(P^ D_ t(x,y)\) for \({1\over 2} \Delta\) in \(D\). If \(h\) is a positive harmonic function in \(D\), the Doob \(h\)-process, the Brownian motion conditioned by \(h\), is determined by the following transition functions: \[ P^ h_ t(x,y)= {1\over h(x)} P^ D_ t(x,y) h(y). \] We will write \(P^ h_ x\) for the measure on path space induced by the transition densities \(P^ h_ t(x,y)\) and denote the corresponding expectation by \(E^ h_ x\). In answer to a question of K. L. Chung, \textit{M. Cranston} and \textit{T. R. McConnell} [Z. Wahrscheinlichkeitstheorie Verw. Geb. 65, 1-11 (1983; Zbl 0506.60071)] proved the following theorem. Let \(H^ +(D)\) be the set of positive harmonic functions in \(D\). If \(D\subset \mathbb{R}^ 2\), then \[ \sup_{{x\in D\atop h\in H^ +(D)}} E^ h_ x(\tau_ D)\leq C \text{ area}(D),\tag{1} \] where \(C\) is an absolute constant. For any \(n\geq 3\), there exists a bounded domain \(D\subset \mathbb{R}^ n\) and \(h\in H^ +(D)\) such that \(P^ h_ x\{\tau_ D= \infty\}= 1\) for all \(x\in D\). The Cranston-McConnell proof of (1), as well as its refinement given by \textit{K. L. Chung} [Ann. Inst. Henri Poincaré, Probab. Stat. 20, 349-351 (1984; Zbl 0573.60070)], is probabilistic. We feel that the result has been of sufficient interest to analysts that an analytical proof is warranted. In \S 1 of this paper we present such a proof which we learned from T. Wolff in the spring of 1985. In \S 2, we discuss the notion of intrinsic ultracontractivity which was first introduced by \textit{E. B. Davies} and \textit{B. Simon} [J. Funct. Anal. 59, 335-395 (1984; Zbl 0568.47034)]. For the entire collection see [Zbl 0762.00004].