The lifetime of conditional Brownian motion in the plane

zbMath0573.60070MaRDI QIDQ1063330

Kai Lai Chung

Publication date: 1984

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1984__20_4_349_0

zbMATH Keywords

conditional Brownian motionlifetime of h-pathsupcrossing lemma

Mathematics Subject Classification ID

Brownian motion (60J65) Probabilistic potential theory (60J45)

Related Items (16)

Lifetime of conditioned Brownian motion in Lipschitz domains ⋮ On an estimate of Cranston and McConnell for elliptic diffusions in uniform domains ⋮ Efficient Markovian couplings: Examples and counterexamples. ⋮ The lifetime of conditioned diffusions associated with some degenerate elliptic operators ⋮ The lifetime of conditioned Brownian motion in planar domains of infinite area ⋮ The h-path distribution of the lifetime of conditioned Brownian motion for non-smooth domains ⋮ Intrinsic ultracontractivity and eigenfunction estimates for Schrödinger operators ⋮ Lifetimes of conditioned diffusions ⋮ Intrinsic ultracontractivity of nonsymmetric diffusions with measure-valued drifts and potentials ⋮ Conditioned Brownian motion in planar domains ⋮ A Conformal Inequality Related to the Conditional Gauge Theorem ⋮ On Neumann eigenfunctions in lip domains ⋮ Potential theoretic notions related to integrability of superharmonic functions and supertemperatures ⋮ Generalized Cranston-McConnell inequalities and Martin boundaries of unbounded domains ⋮ Efficient Markovian couplings: Examples and counterexamples ⋮ The lifetime of conditioned Brownian motion in certain Lipschitz domains

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