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

DOI10.1007/s11854-008-0016-6zbMath1146.60066OpenAlexW1984700044MaRDI QIDQ940784

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)

Related Items

Maxima for the expectation of the lifetime of a Brownian motion in the ball ⋮ Positivity for the Navier bilaplace, an anti-eigenvalue and an expected lifetime

Cites Work

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• The Green's function method of the supported plate boundary value problem
• Among all two-dimensional convex domains the disk is not optimal for the lifetime of a conditioned Brownian motion
• Positivity for a strongly coupled elliptic system by Green function estimates
• Extremal problems for conditioned Brownian motion and the hyperbolic metric
• An isoperimetric-type inequality for integrals of Green's functions
• Conditioned Brownian motion in simply connected planar domains
• On a conditioned Brownian motion and a maximum principle on the disk
• The lifetime of conditioned Brownian motion in planar domains of infinite area
• The lifetime of conditioned Brownian motion
• From Brownian Motion to Schrödinger’s Equation

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