Lifetimes of conditioned diffusions (Q1182503)
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scientific article; zbMATH DE number 31366
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lifetimes of conditioned diffusions |
scientific article; zbMATH DE number 31366 |
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Lifetimes of conditioned diffusions (English)
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28 June 1992
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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: \(L^ p\)-domains (\(p=n-1\)), uniformly regular twisted \(L^ p\)-domains (\(p=n-1\)), and twisted Hölder domains (\(\alpha=1/3\)). A related parabolic boundary Harnack principle is proved.
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expected lifetimes of conditioned diffusions
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parabolic boundary Harnack principle
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