The lifetime of conditioned Brownian motion

M. Cranston; T. R. McConnell

doi:10.1007/bf00534989

The lifetime of conditioned Brownian motion

Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete ◽

10.1007/bf00534989 ◽

1983 ◽

Vol 65 (1) ◽

pp. 1-11 ◽

Cited By ~ 28

Author(s):

M. Cranston ◽

T. R. McConnell

Keyword(s):

Brownian Motion ◽

Conditioned Brownian Motion

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The lifetime of conditioned Brownian motion in planar domains of infinite area

Probability Theory and Related Fields ◽

10.1007/bf01304276 ◽

1991 ◽

Vol 87 (4) ◽

pp. 469-487 ◽

Cited By ~ 7

Author(s):

Jianming Xu

Keyword(s):

Brownian Motion ◽

Planar Domains ◽

Conditioned Brownian Motion

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On a conditioned Brownian motion and a maximum principle on the disk

Journal d Analyse Mathématique ◽

10.1007/bf02789311 ◽

2004 ◽

Vol 93 (1) ◽

pp. 309-329 ◽

Cited By ~ 5

Author(s):

A. Dall'Acqua ◽

H. -C. Grunau ◽

G. H. Sweers

Keyword(s):

Brownian Motion ◽

Maximum Principle ◽

Conditioned Brownian Motion

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On the lifetime of a conditioned Brownian motion in the ball

Journal of Mathematical Analysis and Applications ◽

10.1016/j.jmaa.2007.01.081 ◽

2007 ◽

Vol 335 (1) ◽

pp. 389-405 ◽

Cited By ~ 4

Author(s):

Anna Dall'Acqua

Keyword(s):

Brownian Motion ◽

Conditioned Brownian Motion

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Heat kernel, eigenfunctions, and conditioned Brownian motion in planar domains

Journal of Functional Analysis ◽

10.1016/0022-1236(89)90118-3 ◽

1989 ◽

Vol 84 (1) ◽

pp. 188-200 ◽

Cited By ~ 18

Author(s):

Rodrigo Bañuelos ◽

Burgess Davis

Keyword(s):

Brownian Motion ◽

Heat Kernel ◽

Planar Domains ◽

Conditioned Brownian Motion

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The lifetime of conditioned Brownian motion in certain Lipschitz domains

Probability Theory and Related Fields ◽

10.1007/bf00320080 ◽

1987 ◽

Vol 75 (1) ◽

pp. 55-65 ◽

Cited By ~ 10

Author(s):

R. Dante DeBlassie

Keyword(s):

Brownian Motion ◽

Lipschitz Domains ◽

Conditioned Brownian Motion

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Extremal problems for conditioned brownian motion and the hyperbolic metric

Annales de l’institut Fourier ◽

10.5802/aif.1798 ◽

2000 ◽

Vol 50 (5) ◽

pp. 1507-1532 ◽

Cited By ~ 7

Author(s):

Rodrigo Bañuelos ◽

Tom Carroll

Keyword(s):

Brownian Motion ◽

Extremal Problems ◽

Hyperbolic Metric ◽

The Hyperbolic Metric ◽

Conditioned Brownian Motion

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Conditioned Brownian motion and hyperbolic geodesics in simply connected domains.

10.1307/mmj/1029004755 ◽

1993 ◽

Vol 40 (2) ◽

pp. 321-332 ◽

Cited By ~ 2

Author(s):

Rodrigo Bañuelos ◽

Tom Carroll

Keyword(s):

Brownian Motion ◽

Conditioned Brownian Motion ◽

Simply Connected ◽

Simply Connected Domains ◽

Hyperbolic Geodesics

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On the Lifetime of a Conditioned Brownian Motion in Domains Connected Through Small Gaps

Elliptic and Parabolic Equations - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-319-12547-3_4 ◽

2015 ◽

pp. 77-109

Author(s):

Matthias Erven ◽

Guido Sweers

Keyword(s):

Brownian Motion ◽

Conditioned Brownian Motion

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Bond returns and betas as dependent upon conditioned Brownian motion

Journal of Economics and Business ◽

10.1016/0148-6195(90)90040-j ◽

1990 ◽

Vol 42 (4) ◽

pp. 311-323

Author(s):

Duane Stock

Keyword(s):

Brownian Motion ◽

Bond Returns ◽

Conditioned Brownian Motion

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Conditioned Brownian motion in planar domains

Probability Theory and Related Fields ◽

10.1007/bf01202781 ◽

1995 ◽

Vol 101 (4) ◽

pp. 479-493 ◽

Cited By ~ 6

Author(s):

Richard F. Bass ◽

Krzysztof Burdzy

Keyword(s):

Brownian Motion ◽

Planar Domains ◽

Conditioned Brownian Motion

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