Lifetimes of conditioned diffusions

DOI10.1007/BF01192065zbMath0739.60069OpenAlexW2080074724MaRDI QIDQ1182503

Krzysztof Burdzy, Richard F. Bass

Publication date: 28 June 1992

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01192065

zbMATH Keywords

parabolic boundary Harnack principleexpected lifetimes of conditioned diffusions

Mathematics Subject Classification ID

Diffusion processes (60J60)

Related Items (29)

The Martin Boundary in Non-Lipschitz Domains ⋮ On minimal parabolic functions and time-homogeneous parabolic ℎ-transforms ⋮ Intrinsic ultracontractivity for domains in negatively curved manifolds ⋮ Efficient Markovian couplings: Examples and counterexamples. ⋮ Semismall perturbations, semi-intrinsic ultracontractivity, and integral representations of nonnegative solutions for parabolic equations ⋮ The lifetime of conditioned diffusions associated with some degenerate elliptic operators ⋮ Construction of a domain that fails the global boundary Harnack principle via the Helmholtz equation ⋮ Intrinsic ultracontractivity for stable semigroups on unbounded open sets ⋮ Integral representations of nonnegative solutions for parabolic equations and elliptic Martin boundaries ⋮ Intrinsic ultracontractivity via capacitary width ⋮ Boundary Harnack principle for symmetric stable processes ⋮ Intrinsic ultracontractivity and eigenfunction estimates for Schrödinger operators ⋮ Hölder domains and the boundary Harnack principle ⋮ Intrinsic ultracontractivity and small perturbation for one-dimensional generalized diffusion operators ⋮ Intrinsic ultracontractivity of nonsymmetric diffusions with measure-valued drifts and potentials ⋮ Boundary Harnack principle for second order elliptic equations with unbounded drift ⋮ Extended Harnack inequalities with exceptional sets and a boundary Harnack principle ⋮ Carleson type estimates for second order elliptic equations with unbounded drift ⋮ Uniform conditional ergodicity and intrinsic ultracontractivity ⋮ Intrinsic ultracontractivity for Schrödinger operators with mixed boundary conditions ⋮ Intrinsic ultracontractivity for non-symmetric Lévy processes ⋮ Boundary Harnack Principle and the Quasihyperbolic Boundary Condition ⋮ On Neumann eigenfunctions in lip domains ⋮ The boundary Harnack principle for linear degenerate elliptic equations in Hölder domains ⋮ On boundary behavior of harmonic functions in Hölder domains ⋮ The lifetime of diffusion processes with application to conditioned diffusions ⋮ Comparison of potential theoretic properties of rough domains ⋮ Traps for reflected Brownian motion ⋮ Efficient Markovian couplings: Examples and counterexamples

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