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

DOI10.1007/BF02786655MaRDI QIDQ698330zbMATH OpenFDO

Authors Guido Sweers, Bernd Kawohl

Publication date 27 July 2003

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

zbMATH Keywords

Dirichlet problemGreen functionlifetimeconditional Brownian motion

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65)

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Cites work

• scientific article; zbMATH DE number 3875656 (Why is no real title available?)
• scientific article; zbMATH DE number 4092025 (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
• Distortion of area and conditioned Brownian motion
• Extremal problems for conditioned Brownian motion and the hyperbolic metric
• From Brownian Motion to Schrödinger’s Equation
• Lifetime of conditioned Brownian motion in Lipschitz domains
• Positivity for a strongly coupled elliptic system by Green function estimates
• Potential theory for the Schrödinger equation
• Symmetry or not?
• The lifetime of conditioned Brownian motion
• The lifetime of conditioned Brownian motion in planar domains of infinite area
• Weakly Coupled Elliptic Systems and Positivity

Cited in

(7)

• Positivity for the Navier bilaplace, an anti-eigenvalue and an expected lifetime
• Extremal problems for conditioned Brownian motion and the hyperbolic metric
• On a conditioned Brownian motion and a maximum principle on the disk
• Conformal Skorokhod embeddings and related extremal problems
• 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
• Local and global maxima for the expectation of the lifetime of a Brownian motion on the disk

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