Conditioned Brownian motion in planar domains (Q5903851)

Let \(\Omega\) be a Greenian domain of the complex plane. For fixed points \(x\in \Omega\) and \(y\in \Omega\) or on the Martin boundary of \(\Omega\), let \(Z_ t\) be the standard complex Brownian motion started at x and conditioned to exit \(\Omega\) at the point y of the Martin boundary of \(\Omega\) or conditioned to hit the point y of \(\Omega\) before leaving \(\Omega\). Set \(T_ Q=\int^{\tau}_{0}I(Z_ t\in Q)dt\) and \(P_ Q=P(Z\) ever hits Q), where \(\tau\) is the lifetime of Z. In this paper, the expectation and the covariance of \(T_ Q\) are evaluated. A square Q in \(\Omega\) is called a Whitney square if diam(Q)\(\leq d(\Omega,\Omega^ c)\geq 4diam(Q)\). The result says that if Q is a Whitney square, then E \(T_ Q\leq CP_ Q\sigma (Q)\), where \(\sigma\) (Q) is the area of Q. Also, if Q and R are Withney squares, then \[ | Cov(T_ Q,T_ R)| \leq Ce^{-\rho (Q,R)}\sigma (Q)\sigma (R)(P_ Q+P_ R), \] where \(\rho (Q,R)=0\) if \(Q=R\), and if \(Q\neq R\), \(\rho\) (Q,R) is the smallest integer n such that there exist Whitney squares \(S_ 1,S_ 2,...,S_ n\) satisfying \(S_ 1\cap Q\neq \emptyset\), \(S_ n\cap R\neq \emptyset\) and \(S_ i\cap S_{i+1}\neq \emptyset.\) Applying this result, it is proved that if the supremum \(\delta\) (\(\Omega)\) of the areas of the disc contained in \(\Omega\) is finite, then either \(P(\tau =\infty)=1\) or E \(\tau\) \(<\infty\). In the latter case, Var \(\tau\leq C \delta (\Omega)E \tau\).