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

DOI:
https://doi.org/10.1090/S0002-9947-96-01486-9

MathSciNet review:
1321591

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Abstract | References | Similar Articles | Additional Information

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:
https://doi.org/10.1090/S0002-9947-96-01486-9

Keywords:
Conditioned Brownian motion,
$h$-processes

Received by editor(s):
October 24, 1994

Article copyright:
© Copyright 1996
American Mathematical Society