The lifetime of conditioned diffusions associated with some degenerate elliptic operators
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.
scientific article; zbMATH DE number 772936