Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4622018 | Journal of Mathematical Analysis and Applications | 2007 | 17 Pages |
Abstract
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.
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