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Transactions of the American Mathematical Society
Transactions of the American Mathematical Society
ISSN 1088-6850(online) ISSN 0002-9947(print)

 

On the variances of occupation times
of conditioned Brownian motion


Author: Biao Zhang
Journal: Trans. Amer. Math. Soc. 348 (1996), 173-185
MSC (1991): Primary 60J65, 60J05
MathSciNet review: 1321591
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Abstract: We extend some bounds on the variance of the lifetime of two--dimensional Brownian motion, conditioned to exit a planar domain at a given point, to certain domains in higher dimensions. We also give a short ``analytic'' proof of some existing results.


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Additional Information

Biao Zhang
Affiliation: address Department of Mathematics, Purdue University, West Lafayette, Indiana 47907
Email: biao@math.purdue.edu

DOI: http://dx.doi.org/10.1090/S0002-9947-96-01486-9
PII: S 0002-9947(96)01486-9
Keywords: Conditioned Brownian motion, $h$-processes
Received by editor(s): October 24, 1994
Article copyright: © Copyright 1996 American Mathematical Society