Open Access
July 1999 Ratio Limit Theorems for a Brownian Motion Killed at the Boundary of a Benedicks Domain
Pierre Collet, Servet Martínez, Jaime San Martín
Ann. Probab. 27(3): 1160-1182 (July 1999). DOI: 10.1214/aop/1022677443

Abstract

We consider a Brownian motion in a Benedicks domain with absorption at the boundary. We show ratio limit theorems for the associated heat kernel. When the hole is compact, therefore the Martin boundary is two dimensional; we obtain sharp estimates on the lifetime probabilities and we identify, in probabilistic terms, the various constants appearing in the theory.

Citation

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Pierre Collet. Servet Martínez. Jaime San Martín. "Ratio Limit Theorems for a Brownian Motion Killed at the Boundary of a Benedicks Domain." Ann. Probab. 27 (3) 1160 - 1182, July 1999. https://doi.org/10.1214/aop/1022677443

Information

Published: July 1999
First available in Project Euclid: 29 May 2002

zbMATH: 0965.60076
MathSciNet: MR1733144
Digital Object Identifier: 10.1214/aop/1022677443

Subjects:
Primary: 35B40 , 35K05 , 60J65

Keywords: Benedicks domain , Brownian motion , heat kernel , ratio limit theorems

Rights: Copyright © 1999 Institute of Mathematical Statistics

Vol.27 • No. 3 • July 1999
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