The lifetime of diffusion processes with application to conditioned diffusions

DOI10.1007/BF02580441MaRDI QIDQ4209714zbMATH OpenFDO

Authors Fengyu Wang

Publication date 28 September 1998

Published in Acta Mathematica Sinica, English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02580441

zbMATH Keywords

conditional diffusiondiffusion processlifetime

Mathematics Subject Classification ID

Diffusion processes (60J60)

Recommendations

• scientific article; zbMATH DE number 1829207
• Lifetimes of conditioned diffusions
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Cites work

• Coupling methods for multidimensional diffusion processes
• Doob's conditioned diffusions and their lifetimes
• Estimates of the first Dirichlet eigenvalue by using diffusion processes
• Gradient Estimates on R^d
• scientific article; zbMATH DE number 3875656 (Why is no real title available?)
• scientific article; zbMATH DE number 3895476 (Why is no real title available?)
• Lifetime of conditioned Brownian motion in Lipschitz domains
• Lifetimes of conditioned diffusions
• On an estimate of Cranston and McConnell for elliptic diffusions in uniform domains
• The lifetime of conditioned diffusions associated with some degenerate elliptic operators

Cited in

(7)

• Doob's conditioned diffusions and their lifetimes
• Lifetimes of conditioned diffusions
• Exponential decay of lifetimes and a theorem of Kac on total occupation times
• The lifetime of conditioned diffusions associated with some degenerate elliptic operators
• scientific article; zbMATH DE number 1829207 (Why is no real title available?)
• scientific article; zbMATH DE number 700641 (Why is no real title available?)
• scientific article; zbMATH DE number 1990769 (Why is no real title available?)

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