Maxima for the expectation of the lifetime of a Brownian motion in the ball
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Publication:371844
DOI10.1007/S11785-011-0155-0zbMATH Open1277.60131OpenAlexW1972119602MaRDI QIDQ371844FDOQ371844
Authors: Bodo Dittmar
Publication date: 10 October 2013
Published in: Complex Analysis and Operator Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11785-011-0155-0
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Cites Work
- From Brownian Motion to Schrödinger’s Equation
- Conditioned Brownian motion in simply connected planar domains
- On a conditioned Brownian motion and a maximum principle on the disk
- On the lifetime of a conditioned Brownian motion in the ball
- Lifetime of conditioned Brownian motion in Lipschitz domains
- The lifetime of conditioned Brownian motion
- Title not available (Why is that?)
- Among all two-dimensional convex domains the disk is not optimal for the lifetime of a conditioned Brownian motion
- Local and global maxima for the expectation of the lifetime of a Brownian motion on the disk
Cited In (6)
- The maximal expected lifetime of Brownian motion
- On the lifetime of a conditioned Brownian motion in the ball
- Title not available (Why is that?)
- Quantitative inequalities for the expected lifetime of Brownian motion
- Optimal trapping for Brownian motion: a nonlinear analogue of the torsion function
- Local and global maxima for the expectation of the lifetime of a Brownian motion on the disk
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