A probabilistic proof of the boundary Harnack principle
| dc.contributor.author | Burdzy, Krzysztof | |
| dc.contributor.author | Bass, Richard F. | |
| dc.date.accessioned | 2005-12-09T18:06:50Z | |
| dc.date.available | 2005-12-09T18:06:50Z | |
| dc.date.issued | 1990 | |
| dc.description.abstract | The main purpose of this paper is to give a probabilistic proof of Theorem 1.1, one using elementary properties of Brownian motion. We also obtain the fact that the Martin boundary equals the Euclidean boundary as an easy corollary of Theorem 1.1. The boundary Harnack principle may be viewed as a Harnack inequality for conditioned Brownian motion; as an application we prove some new probability bounds for conditioned Brownian motion in Lipschitz domains. | en |
| dc.description.sponsorship | Research partially supported by NSF grants DMS 8701073 and DMS 8901255. | en |
| dc.format.extent | 169830 bytes | |
| dc.format.mimetype | application/pdf | |
| dc.identifier.citation | Bass, R.F. & K. Burdzy. (1990). A probabilistic proof of the boundary Harnack principle. Seminar on Stochastic Processes 1989 (Boston: Birkhauser), 1-16. | en |
| dc.identifier.uri | http://hdl.handle.net/1773/2249 | |
| dc.language.iso | en_US | |
| dc.publisher | Birkhauser Boston, Inc. | en |
| dc.subject | Brownian motion | en |
| dc.subject | Martin boundary | en |
| dc.subject | boundary Harnack principle | en |
| dc.subject | Lipschitz domain | en |
| dc.title | A probabilistic proof of the boundary Harnack principle | en |
| dc.type | Book chapter | en |