The lifetime of conditioned diffusions associated with some degenerate elliptic operators

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.

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Year of publication:	1995
Authors:	Gao, Ping
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 57.1995, 2, p. 319-337
Publisher:	Elsevier
Keywords:	Lifetime Conditioned diffusions Degenerate elliptic operators Harnack principle Harmonic functions

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008874198