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  • 1
    Electronic Resource
    Electronic Resource
    The lifetime of conditioned Brownian motion in planar domains of infinite area (1991)
    Springer
    Probability theory and related fields 87 (1991), S. 469-487 
    Details
    ISSN: 1432-2064
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary In this paper, it is shown that all expected lifetimes ofh-processes inD are finite if and only if the area ofD is finite ifD={(x,y):ø_(x)〉y〈ø+(x), − ∞〈x〈∞}, where ø_(x)〈ø+ are two Lipschitz functions. We show that if Ω is a bounded convex region in the plane, there is anh-process in Ω with expected lifetime at leastc area (Ω). We also give an example of a planar domainD of infinite area such that the expected lifetime of eachh-process inD is finite.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01304276
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