The lifetime of conditioned diffusions associated with some degenerate elliptic operators (Q1893866)
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scientific article; zbMATH DE number 772936
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The lifetime of conditioned diffusions associated with some degenerate elliptic operators |
scientific article; zbMATH DE number 772936 |
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The lifetime of conditioned diffusions associated with some degenerate elliptic operators (English)
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6 November 1995
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It is known that for a diffusion generated by uniformly elliptic operator, the life time \(\tau_ D\) of the process conditioned by a positive harmonic function \(h\) in some domain \(D\) satisfies \(\sup_{x \in D} E^ h_ x \{\tau_ D \} \leq C (D) < \infty\). This result is also proven for degenerate elliptic operators under some assumption.
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lifetime
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conditioned diffusion
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degenerate elliptic operator
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Harnack principle
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