Local and global maxima for the expectation of the lifetime of a Brownian motion on the disk

DOI10.1007/S11854-008-0016-6MaRDI QIDQ940784zbMATH OpenOpenAlexFDO

Authors Bodo Dittmar

Publication date 3 September 2008

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

Full work available at URL https://doi.org/10.1007/s11854-008-0016-6

Mathematics Subject Classification ID

Brownian motion (60J65)

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Cites work

• Among all two-dimensional convex domains the disk is not optimal for the lifetime of a conditioned Brownian motion
• An isoperimetric-type inequality for integrals of Green's functions
• Conditioned Brownian motion in simply connected planar domains
• Extremal problems for conditioned Brownian motion and the hyperbolic metric
• From Brownian Motion to Schrödinger’s Equation
• scientific article; zbMATH DE number 3201835 (Why is no real title available?)
• On a conditioned Brownian motion and a maximum principle on the disk
• Positivity for a strongly coupled elliptic system by Green function estimates
• The Green's function method of the supported plate boundary value problem
• The lifetime of conditioned Brownian motion
• The lifetime of conditioned Brownian motion in planar domains of infinite area

Cited in

(4)

• Positivity for the Navier bilaplace, an anti-eigenvalue and an expected lifetime
• On a conditioned Brownian motion and a maximum principle on the disk
• 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

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