Now showing items 11-15 of 15
A critical case for Brownian slow points
(Springer-Verlag GmbH, 1996-01)
Let X [subscript] t be a Brownian motion and let S(c) be the set of reals r [is greather than or equal to] 0 such that |X ([subscript] r+t) − X [subscript] r| [is less than or equal to] c [square root of] t, 0 [is less than or equal to] t [is less than or equal to] h, for some h = h(r) > 0. It is known that S(c) is empty if ...
Eigenvalue expansions for Brownian motion with an application to occupation times
(Institute of Mathematical Statistics, 1996-01-31)
Let B be a Borel subset of R [to the power of] d with finite volume. We give an eigenvalue expansion for the transition densities of Brownian motion killed on exiting B. Let A [subscript] 1 be the time spent by Brownian motion in a closed cone with vertex 0 until time one. We show that lim [subscript] u [approaching] 0 log P ...
Conditioned Brownian motion in planar domains
(Springer-Verlag GmbH, 1995-04)
We give an upper bound for the Green functions of conditioned Brownian motion in planar domains. A corollary is the conditional gauge theorem in bounded planar domains.
On domain monotonicity of the Neumann heat kernel
(Academic Press (Elsevier), 1993-08-15)
Some examples are given of convex domains for which domain monotonicity of the Neumann heat kernel does not hold.
Lifetimes of conditioned diffusions
(Springer-Verlag GmbH, 1992)
We investigate when an upper bound on expected lifetimes of conditioned diffusions associated with elliptic operators in divergence and non-divergence form can be found. The critical value of the parameter is found for each of the following classes of domains: L [to the power of p] domains (p = n − 1), uniformly regular twisted ...