The lifetime of conditioned diffusions associated with some degenerate elliptic operators
type: Item
instance of: scholarly article
title: The lifetime of conditioned diffusions associated with some degenerate elliptic operators
zbMATH Open document ID: 0824.60050
DOI: 10.1016/0304-4149(94)00081-4
author: Ping Gao
published in: Stochastic Processes and their Applications
publication date: 1995-11-06T00:00:00Z
review text: It is known that for a diffusion generated by uniformly elliptic operator, the life time \(\tau_ D\) of the process conditioned by a positive harmonic function \(h\) in some domain \(D\) satisfies \(\sup_{x \in D} E^ h_ x \{\tau_ D \} \leq C (D) < \infty\). This result is also proven for degenerate elliptic operators under some assumption.
reviewed by: Gong Guanglu
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 772936
zbMATH Keywords: lifetime
zbMATH Keywords: conditioned diffusion
zbMATH Keywords: degenerate elliptic operator
zbMATH Keywords: Harnack principle
MaRDI profile type: Publication
full work available at URL: 0304-4149(94)00081-4
OpenAlex ID: W2055684912
cites work: On an estimate of Cranston and McConnell for elliptic diffusions in uniform domains
cites work: Intrinsic ultracontractivity and eigenfunction estimates for Schrödinger operators
cites work: Heat kernel, eigenfunctions, and conditioned Brownian motion in planar domains
cites work: Lifetimes of conditioned diffusions
cites work: The lifetime of conditional Brownian motion in the plane
cites work: Lifetime of conditioned Brownian motion in Lipschitz domains
cites work: The lifetime of conditioned Brownian motion
cites work: Intrinsic ultracontractivity and the Dirichlet Laplacian
cites work: The lifetime of conditioned Brownian motion in certain Lipschitz domains
cites work: Doob's conditioned diffusions and their lifetimes
cites work: Q3342857
cites work: The boundary harnack principle for some degenerate elliptic operators
cites work: Q5187597
cites work: Q3959169
cites work: Q4772511
cites work: The h-path distribution of the lifetime of conditioned Brownian motion for non-smooth domains
cites work: Q3862204
description: scientific article; zbMATH DE number 772936