Maxima for the expectation of the lifetime of a Brownian motion in the ball

DOI10.1007/S11785-011-0155-0MaRDI QIDQ371844zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Green functionlifetime of a killed Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65)

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• On the lifetime of a conditioned Brownian motion in the ball
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Cites work

• scientific article; zbMATH DE number 3280402 (Why is no real title available?)
• Among all two-dimensional convex domains the disk is not optimal for the lifetime of a conditioned Brownian motion
• Conditioned Brownian motion in simply connected planar domains
• From Brownian Motion to Schrödinger’s Equation
• Lifetime of conditioned Brownian motion in Lipschitz domains
• Local and global maxima for the expectation of the lifetime of a Brownian motion on the disk
• On a conditioned Brownian motion and a maximum principle on the disk
• On the lifetime of a conditioned Brownian motion in the ball
• The lifetime of conditioned Brownian motion

Cited in

(6)

• scientific article; zbMATH DE number 1504435 (Why is no real title available?)
• The maximal expected lifetime of Brownian motion
• On the lifetime of a conditioned Brownian motion in the ball
• Local and global maxima for the expectation of the lifetime of a Brownian motion on the disk
• Quantitative inequalities for the expected lifetime of Brownian motion
• Optimal trapping for Brownian motion: a nonlinear analogue of the torsion function

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