Maxima for the Expectation of the Lifetime of a Brownian Motion in the Ball
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s11785-011-0155-0.pdf
Reference9 articles.
1. Chung, K.L., Zhao, Zh.: From Brownian motion to Schrödinger’s equation. In: Grundlehren Math. Wiss., vol. 312. Springer, Berlin (1995)
2. Cranston M.: Lifetime of conditioned Brownian motion in Lipschitz domains. Z. Wahrsch. Verw. Gebiete 70, 335–340 (1985)
3. Cranston M., McConnell T.R.: The lifetime of conditioned Brownian motion. Z. Wahrsch. Verw. Gebiete. 65, 1–11 (1983)
4. Dall’Acqua A., Grunau H.-C., Sweers G.H.: On a conditioned Brownian motion and a maximum principle on the disk. J. d’Anal. Math. 93, 309–329 (2004)
5. Dall’Acqua A.: On the lifetime of a conditioned Brownian motion in the ball. J. Math. Anal. Appl. 335, 389–405 (2007)
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