The lifetime of diffusion processes with application to conditioned diffusions

DOI10.1007/BF02580441zbMath0911.60063MaRDI QIDQ4209714

Fengyu Wang

Publication date: 28 September 1998

Published in: Acta Mathematica Sinica (Search for Journal in Brave)

zbMATH Keywords

diffusion processlifetimeconditional diffusion

Mathematics Subject Classification ID

Diffusion processes (60J60)

Cites Work

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• On an estimate of Cranston and McConnell for elliptic diffusions in uniform domains
• Doob's conditioned diffusions and their lifetimes
• Lifetimes of conditioned diffusions
• Coupling methods for multidimensional diffusion processes
• Estimates of the first Dirichlet eigenvalue by using diffusion processes
• The lifetime of conditioned diffusions associated with some degenerate elliptic operators
• Lifetime of conditioned Brownian motion in Lipschitz domains
• Gradient Estimates on R^d

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