The lifetime of conditioned diffusions associated with some degenerate elliptic operators

Ping Gao

Stochastic Processes and their Applications, 1995, vol. 57, issue 2, 319-337

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; Degenerate; elliptic; operators; Harnack; principle; Harmonic; functions (search for similar items in EconPapers)
Date: 1995
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