Among all two-dimensional convex domains the disk is not optimal for the lifetime of a conditioned Brownian motion

DOI10.1007/BF02786655zbMath1016.60073MaRDI QIDQ698330

Guido Sweers, Bernhard Kawohl

Publication date: 27 July 2003

Published in: Journal d'Analyse Mathématique (Search for Journal in Brave)

zbMATH Keywords

Dirichlet problem; Green function; lifetime; conditional Brownian motion

Mathematics Subject Classification ID

60J65: Brownian motion

60J60: Diffusion processes

Related Items

Maxima for the expectation of the lifetime of a Brownian motion in the ball, Among all two-dimensional convex domains the disk is not optimal for the lifetime of a conditioned Brownian motion, Conformal Skorokhod embeddings and related extremal problems, Local and global maxima for the expectation of the lifetime of a Brownian motion on the disk, Positivity for the Navier bilaplace, an anti-eigenvalue and an expected lifetime, On a conditioned Brownian motion and a maximum principle on the disk

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