@article{AIHPB_1990__26_1_87_0, author = {Pinsky, Ross G.}, title = {The lifetimes of conditioned diffusion processes}, journal = {Annales de l'I.H.P. Probabilit\'es et statistiques}, pages = {87--99}, publisher = {Gauthier-Villars}, volume = {26}, number = {1}, year = {1990}, mrnumber = {1075440}, zbl = {0703.60071}, language = {en}, url = {http://www.numdam.org/item/AIHPB_1990__26_1_87_0/} }
Pinsky, Ross G. The lifetimes of conditioned diffusion processes. Annales de l'I.H.P. Probabilités et statistiques, Tome 26 (1990) no. 1, pp. 87-99. http://www.numdam.org/item/AIHPB_1990__26_1_87_0/
[1] Heat kernel, eigenfunctions, and conditioned Brownian motion in planar domains, J. Funct. Anal., Vol. 84, 1989, pp. 188-200. | MR | Zbl
and ,[2] Elements of Functional Analysis, Van Nostrand Reinhold Co., London, 1970. | MR | Zbl
and ,[3] The gauge and conditional gauge theorem. Séminaire de Probabilités XIX, 1983/1984, Lect. Notes Math., 1123, pp. 496-503, Springer, Berlin. | EuDML | Numdam | MR | Zbl
,[4] Conditional gauge and potential theory for the Schrödinger operator, Trans. Am. Math. Soc., Vol. 307, 1988, pp. 171-194. | MR | Zbl
, and ,[5] Doob's conditioned diffusions and their lifetimes, Ann. Probab., July 1988 (to appear). | MR | Zbl
,[6] The lifetime of conditioned Brownian motion on certain Lipschitz domains, Probab. Th. Rel. Fields, Vol. 75, 1987, pp. 55-65. | MR | Zbl
,[7] On the principal eigenvalue of second-order elliptic differential operators. Comm. Pure Appl. Math., Vol. 29, 1976, pp. 595-621. | MR | Zbl
and ,[8] Conditioned Brownian motion and the boundary limits of harmonic functions, Bull. Soc. Math. France, Vol. 85, 1957, pp.431-458. | EuDML | Numdam | MR | Zbl
,[9] Feynman-Kac functionals and positive solutions of 1/2 Δu+qu=0, Z. Wahrsch. Verw. Gebiete, Vol. 65, 1983, pp. 19-33. | MR | Zbl
,[10] Conditional Brownian motion in rapidly exhaustible domains, Ann. Probab., Vol. 15, 1987, pp. 1501-1514. | MR | Zbl
,[11] Elliptic partial differential equations of second order, Springer-Verlag, Berlin, 1977. | MR | Zbl
and ,[12] Positive harmonic functions on Lipschitz domains, Trans. Am. Math. Soc., Vol. 143, 1968, pp. 307-322. | MR
and ,[13] The h-path distribution of the lifetime of conditioned Brownian motion for nonsmooth domains, Probab. Theory Related Fields, Vol. 82, 1989, pp. 615-623. | MR | Zbl
and ,[14] Linear operators leaving invariant a cone in a Banach space, A.M.S. Translations series, Vol. 1, 10, 1962, pp. 199-324.
and ,[15] Minimal positive harmonic functions, Trans. Am. Math. Soc., Vol. 49, 1941, pp. 137-172. | JFM | MR | Zbl
,[16] A spectral criterion for the finiteness or infiniteness of stopped Feynman-Kac functionals of diffusion processes, Ann. Probab., Vol. 14, 1986, pp. 1180-1187. | MR | Zbl
,[17] Maximum Principles in Differential Equations, Springer-Verlag, New York, 1984. | MR | Zbl
and ,[18] Multidimensional Diffusion Processes, Springer-Verlag, Berlin, 1979. | MR | Zbl
and ,[19] Stochastic processes, Lecture Notes, Courant Institute of Mathematical Sciences, 1968.
,[20] Conditional gauge with unbounded potential, Z. Wahrsch. Verw. Gebiete, Vol. 65, 1983, pp. 13-18. | MR | Zbl
,