The lifetime of conditioned diffusions associated with some degenerate elliptic operators

DOI10.1016/0304-4149(94)00081-4zbMath0824.60050OpenAlexW2055684912MaRDI QIDQ1893866

Ping Gao

Publication date: 6 November 1995

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(94)00081-4

zbMATH Keywords

degenerate elliptic operatorlifetimeHarnack principleconditioned diffusion

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Related Items (1)

The lifetime of diffusion processes with application to conditioned diffusions

Cites Work

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• The lifetime of conditional Brownian motion in the plane
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• Heat kernel, eigenfunctions, and conditioned Brownian motion in planar domains
• Intrinsic ultracontractivity and the Dirichlet Laplacian
• Intrinsic ultracontractivity and eigenfunction estimates for Schrödinger operators
• Lifetimes of conditioned diffusions
• Lifetime of conditioned Brownian motion in Lipschitz domains
• The boundary harnack principle for some degenerate elliptic operators
• The lifetime of conditioned Brownian motion

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