Lifetimes of conditioned diffusions
| dc.contributor.author | Burdzy, Krzysztof | |
| dc.contributor.author | Bass, Richard F. | |
| dc.date.accessioned | 2005-11-18T18:42:29Z | |
| dc.date.available | 2005-11-18T18:42:29Z | |
| dc.date.issued | 1992 | |
| dc.description.abstract | 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 L [to the power of p] domains (p = n − 1), and twisted Hölder domains ([alpha] = 1/3). A related parabolic boundary Harnack principle is proved. | en |
| dc.description.sponsorship | Research supported in part by NSF grants DMS-8822053 and DMS-8901255. | en |
| dc.format.extent | 330282 bytes | |
| dc.format.mimetype | application/pdf | |
| dc.identifier.citation | Bass, R.F. & K. Burdzy. (1992). Lifetimes of conditioned diffusions. Probability Theory and Related Fields, 921, 405-443. | en |
| dc.identifier.uri | http://hdl.handle.net/1773/2170 | |
| dc.language.iso | en_US | |
| dc.publisher | Springer-Verlag GmbH | en |
| dc.subject | lifetime | en |
| dc.subject | conditioned Brownian motion | en |
| dc.subject | h-process | en |
| dc.subject | Parabolic Harnack principle | en |
| dc.subject | twisted Hölder domain | en |
| dc.subject | intrinsic ultraconnectivity | en |
| dc.subject | John domain | en |
| dc.subject | Lp domain | en |
| dc.title | Lifetimes of conditioned diffusions | en |
| dc.type | Article | en |