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On the variances of occupation times of conditioned Brownian motion
| Content Provider | Semantic Scholar |
|---|---|
| Author | Zhang, Biao |
| Copyright Year | 1996 |
| Abstract | We extend some bounds on the variance of the lifetime of two– dimensional Brownian motion, conditioned to exit a planar domain at a given point, to certain domains in higher dimensions. We also give a short “analytic” proof of some existing results. |
| Starting Page | 173 |
| Ending Page | 185 |
| Page Count | 13 |
| File Format | PDF HTM / HTML |
| DOI | 10.1090/S0002-9947-96-01486-9 |
| Volume Number | 348 |
| Alternate Webpage(s) | http://www.ams.org/journals/tran/1996-348-01/S0002-9947-96-01486-9/S0002-9947-96-01486-9.pdf |
| Alternate Webpage(s) | https://doi.org/10.1090/S0002-9947-96-01486-9 |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |