Maxima for the expectation of the lifetime of a Brownian motion in the ball

DOI10.1007/s11785-011-0155-0zbMath1277.60131OpenAlexW1972119602MaRDI QIDQ371844

Bodo Dittmar

Publication date: 10 October 2013

Published in: Complex Analysis and Operator Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11785-011-0155-0

zbMATH Keywords

Green functionlifetime of a killed Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65)

Cites Work

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• Among all two-dimensional convex domains the disk is not optimal for the lifetime of a conditioned Brownian motion
• Local and global maxima for the expectation of the lifetime of a Brownian motion on the disk
• Conditioned Brownian motion in simply connected planar domains
• On a conditioned Brownian motion and a maximum principle on the disk
• On the lifetime of a conditioned Brownian motion in the ball
• Lifetime of conditioned Brownian motion in Lipschitz domains
• The lifetime of conditioned Brownian motion
• From Brownian Motion to Schrödinger’s Equation

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