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On the variances of occupation times of conditioned Brownian motion
Author(s):
Biao
Zhang
Journal:
Trans. Amer. Math. Soc.
348
(1996),
173-185.
MSC (1991):
Primary 60J65, 60J05
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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.
References:
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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:
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
Copyright of article:
Copyright
1996,
American Mathematical Society
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