کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4622018 1339492 2007 17 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On the lifetime of a conditioned Brownian motion in the ball
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز ریاضی
پیش نمایش صفحه اول مقاله
On the lifetime of a conditioned Brownian motion in the ball
چکیده انگلیسی

Consider the Brownian motion conditioned to start in x, to converge to y, with , and to be killed at the boundary ∂Ω. Here Ω is a bounded domain in Rn. For which x and y is the lifetime of this Brownian motion maximal? One would guess for x and y being opposite boundary points and we will show that this holds true for balls in Rn. As a consequence we find the best constant for the positivity preserving property of some elliptic systems and an identity between this constant and a sum of inverse Dirichlet eigenvalues.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Mathematical Analysis and Applications - Volume 335, Issue 1, 1 November 2007, Pages 389-405