Open Access
Translator Disclaimer
July 1999 Ratio Limit Theorems for a Brownian Motion Killed at the Boundary of a Benedicks Domain
Pierre Collet, Servet Martínez, Jaime San Martín
Ann. Probab. 27(3): 1160-1182 (July 1999). DOI: 10.1214/aop/1022677443

Abstract

We consider a Brownian motion in a Benedicks domain with absorption at the boundary. We show ratio limit theorems for the associated heat kernel. When the hole is compact, therefore the Martin boundary is two dimensional; we obtain sharp estimates on the lifetime probabilities and we identify, in probabilistic terms, the various constants appearing in the theory.

Citation

Download Citation

Pierre Collet. Servet Martínez. Jaime San Martín. "Ratio Limit Theorems for a Brownian Motion Killed at the Boundary of a Benedicks Domain." Ann. Probab. 27 (3) 1160 - 1182, July 1999. https://doi.org/10.1214/aop/1022677443

Information

Published: July 1999
First available in Project Euclid: 29 May 2002

zbMATH: 0965.60076
MathSciNet: MR1733144
Digital Object Identifier: 10.1214/aop/1022677443

Subjects:
Primary: 35B40, 35K05, 60J65

Rights: Copyright © 1999 Institute of Mathematical Statistics

JOURNAL ARTICLE
23 PAGES


SHARE
Vol.27 • No. 3 • July 1999
Back to Top