The chance of a long lifetime for Brownian motion in a horn-shaped domain

DOI10.1214/ECP.V12-1263zbMath1128.60068OpenAlexW2138189350MaRDI QIDQ2461019

Dante de Blassie

Publication date: 19 November 2007

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/128291

zbMATH Keywords

Brownian motioncomparison theoremlifetimehorn-shaped domain\(h\)-path

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60)

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Sharp two-sided heat kernel estimates of twisted tubes and applications ⋮ Brownian motion with a horizontal Bessel drift in a parabolic-type domain ⋮ The Martin kernel for unbounded domains ⋮ AN INTEGRAL EQUATION FOR THE DISTRIBUTION OF THE FIRST EXIT TIME OF A REFLECTED BROWNIAN MOTION

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