On the variances of occupation times of conditioned Brownian motion

DOI10.1090/S0002-9947-96-01486-9zbMath0849.60078MaRDI QIDQ4875764

Biao Zhang

Publication date: 7 November 1996

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

occupation timesHarnack inequalitiesWhitney decompositioncovariance estimateconditioned Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) Probabilistic potential theory (60J45)

Related Items (1)

On minimal parabolic functions and time-homogeneous parabolic ℎ-transforms

Cites Work

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• Intrinsic ultracontractivity and the Dirichlet Laplacian
• Moments of the Lifetime of Conditioned Brownian Motion in Cones
• Positive Harmonic Functions on Lipschitz Domains
• Conditioned Brownian motion in planar domains

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