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Browsing Mathematics, Department of by Subject "conditioned Brownian motion"

Browsing Mathematics, Department of by Subject "conditioned Brownian motion"

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  • Burdzy, Krzysztof; Bass, Richard F. (Annals of Mathematics, 1991-09)
    The boundary Harnack principle for the ratio of positive harmonic functions is shown to hold in twisted Hölder domains of order [alpha] for [alpha is an element of the set](1/2, 1]. For each [alpha is an element of the ...
  • Burdzy, Krzysztof; Bass, Richard F. (American Mathematical Society, 1999-01)
    Let Z [subscript] t be two-dimensional Brownian motion. We say that a straight line L is a cut line if there exists a time t [is an element of the set] (0, 1) such that the trace of {Z [subscript] s : 0 [is less than or ...
  • Burdzy, Krzysztof; Bass, Richard F. (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 ...
  • Burdzy, Krzysztof; Bass, Richard F. (American Mathematical Society, 1993)
    The Martin boundary with respect to the Laplacian and with respect to uniformly elliptic operators in divergence form can be identified with the Euclidean boundary in C [to the power of gamma] domains, where [gamma](x) = ...

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