Title of article :
The lifetime of conditioned diffusions associated with some degenerate elliptic operators
Author/Authors :
Gao، نويسنده , , Ping، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1995
Abstract :
We prove that the expected lifetime of the conditioned diffusions associated with some elliptic operators degenerating at the boundary of a C2 domain is finite.
Keywords :
Lifetime , Conditioned diffusions , Harnack principle , Degenerate elliptic operators , harmonic functions
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications