On the conditional expectation of the first exit time of Brownian motion
From MaRDI portal
(Redirected from Publication:1024952)
Recommendations
- On first exit times and their means for Brownian bridges
- The first exit time of one-dimensional Brownian motion
- The first exit time of a Brownian motion from an unbounded convex domain
- Some explicit distributions related to the first exit time from a bounded interval for certain functionals of Brownian motion
- First exit time from a bounded interval for a certain class of additive functionals of Brownian motion
- On the first exit time of geometric Brownian motion from stochastic exponential boundaries
- scientific article; zbMATH DE number 6129127
- scientific article; zbMATH DE number 3911425
- scientific article; zbMATH DE number 1004262
Cites work
- scientific article; zbMATH DE number 51724 (Why is no real title available?)
- scientific article; zbMATH DE number 719919 (Why is no real title available?)
- Brownian motion in cones
- Brownian motion in twisted domains
- Comparison theorems for exit times
- Heat kernel, eigenfunctions, and conditioned Brownian motion in planar domains
- ON RATIO INEQUALITIES FOR HEAT CONTENT
- On the convergence of diffusion processes conditioned to remain in a bounded region for large time to limiting positive recurrent diffusion processes
- On the spectral gap for fixed membranes
- Rearrangement inequalities with application to ratios of heat kernels
- Sharp inequalities for heat kernels of Schrödinger operators and applications to spectral gaps
- Sharp inequalities for ratios of partition functions of Schrödinger operators
- The first exit time of Brownian motion form a parabolic domain
- The first exit time of a Brownian motion from an unbounded convex domain
- The first exit time of planar Brownian motion from the interior of a parabola
Cited in
(13)- The maximal expected lifetime of Brownian motion
- Some explicit distributions related to the first exit time from a bounded interval for certain functionals of Brownian motion
- A short note on the mean exit time of the Brownian motion
- On singularity as a function of time of a conditional distribution of an exit time
- On the expectation of normalized Brownian functionals up to first hitting times
- A Sharp Inequality for Conditional Distribution of the First Exit Time of Brownian Motion
- Exit times from equilateral triangles
- scientific article; zbMATH DE number 6129127 (Why is no real title available?)
- scientific article; zbMATH DE number 6746096 (Why is no real title available?)
- The first exit time of Brownian motion form a parabolic domain
- scientific article; zbMATH DE number 5161860 (Why is no real title available?)
- Exit time, Green function and semilinear elliptic equations
- The first exit time of a Brownian motion from an unbounded convex domain
This page was built for publication: On the conditional expectation of the first exit time of Brownian motion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1024952)
