Exit times of Brownian motion, harmonic majorization, and Hardy spaces

DOI10.1016/0001-8708(77)90029-9zbMATH Open0372.60112OpenAlexW1990295631MaRDI QIDQ1243992FDOQ1243992

Authors: Donald L. Burkholder 

Publication date: 1977

Published in: Advances in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0001-8708(77)90029-9

Mathematics Subject Classification ID

Brownian motion (60J65) Harmonic, subharmonic, superharmonic functions in higher dimensions (31B05) Stopping times; optimal stopping problems; gambling theory (60G40) Connections of harmonic functions with differential equations in two dimensions (31A35)

Cites Work

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Cited In (65)

• One-sided maximal inequalities for a randomly stopped Bessel process
• A method for deriving hypergeometric and related identities from the \(H^2\) Hardy norm of conformal maps
• Brownian Motion with Partial Information
• Martingale Orlicz-Hardy spaces for continuous-time
• A value-distribution criterion for the class L log L, and some related questions
• The range of Hardy numbers for comb domains
• The Martin kernel for unbounded domains
• Remarks on Gross' technique for obtaining a conformal Skorohod embedding of planar Brownian motion
• A new solution to the conformal Skorokhod embedding problem and applications to the Dirichlet eigenvalue problem
• Symmetric stable processes in parabola–shaped regions
• Analytic-geometric methods for finite Markov chains with applications to quasi-stationarity
• On the duration of stays of Brownian motion in domains in Euclidean space
• Iterated Brownian motion in bounded domains in \(\mathbb {R}^n\)
• On the finiteness of moments of the exit time of planar Brownian motion from comb domains
• The exit distribution for iterated Brownian motion in cones
• Exit times of N-dimensional random walks
• Extremal geometry of a Brownian porous medium
• Sharp integrability for Brownian motion in parabola-shaped regions
• A Conformal Inequality Related to the Conditional Gauge Theorem
• Symmetric stable processes on unbounded domains
• Upper bounds for the \(L_ p\)-norms of martingales
• Radial rearrangement, harmonic measures and extensions of Beurling's shove theorem
• Reflected Brownian Motion in a Cone with Radially Homogeneous Reflection Field
• A representation of local time for Lipschitz surfaces
• Spectral upper bound for the torsion function of symmetric stable processes
• Windings of planar stable processes
• Some improvements on the \(L_p \) inequalities for diffusion processes
• On the Hardy number of comb domains
• Asymptotic behavior of positive harmonic functions in certain unbounded domains
• Non-extinction of a Fleming-Viot particle model
• A collection of results relating the geometry of plane domains and the exit time of planar Brownian motion
• Infinite rate mutually catalytic branching
• Estimates for inverse coefficients of univalent functions from integral means
• The exit time of planar Brownian motion and the Phragmén-Lindelöf principle
• An integral equation for the distribution of the first exit time of a reflected Brownian motion
• Martin kernel for fractional Laplacian in narrow cones
• Longtime behavior for mutually catalytic branching with negative correlations
• Infinite rate mutually catalytic branching in infinitely many colonies: construction, characterization and convergence
• Maximizing the \(p\)th moment of the exit time of planar Brownian motion from a given domain
• Weak Subordination and Stable Classes of Meromorphic Functions
• Barriers, exit time and survival probability for unimodal Lévy processes
• Steady-state simulation of reflected Brownian motion and related stochastic networks
• Exit problems associated with finite reflection groups
• On the occupation times of cones by Brownian motion
• Brownian motion in a quasi-cone
• Moments of exit times from wedges for non-homogeneous random walks with asymptotically zero drifts
• On the probability of fast exits and long stays of a planar Brownian motion in simply connected domains
• Bounds for exponential moments of Bessel processes
• The expected time to end the tug-of-war in a wedge
• Random walks in cones
• Exit times from cones in \({\mathbb{R}}^ n\) of Brownian motion
• The lifetime of conditioned Brownian motion in certain Lipschitz domains
• Integrability properties and limit theorems for the exit time from a cone of planar Brownian motion
• Higher order PDEs and symmetric stable processes
• On the exact constants in one-sided maximal inequalities for Bessel processes
• The first exit time of a Brownian motion from an unbounded convex domain
• Conformal Skorokhod embeddings and related extremal problems
• The first exit time of planar Brownian motion from the interior of a parabola
• L p estimates for stopping times of Bessel processes
• Brownian motion with a horizontal Bessel drift in a parabolic-type domain
• On the asymptotic behavior of the occupation time in cones of \(d\)-dimensional Brownian motion
• Strong differential subordination and sharp inequalities for orthogonal processes
• Moments of the Lifetime of Conditioned Brownian Motion in Cones
• Properties of extremal functions for some nonlinear functionals on Dirichlet spaces
• Iterated Brownian motion in an open set.

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