Among all two-dimensional convex domains the disk is not optimal for the lifetime of a conditioned Brownian motion (Q698330)
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English | Among all two-dimensional convex domains the disk is not optimal for the lifetime of a conditioned Brownian motion |
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Among all two-dimensional convex domains the disk is not optimal for the lifetime of a conditioned Brownian motion (English)
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27 July 2003
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The following result is proved. A disk does not minimize the lifetime of a conditional Brownian motion among all convex planar domains of given area. A corresponding counterexample is constructed.
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conditional Brownian motion
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lifetime
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Dirichlet problem
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Green function
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