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.
Publié le : 1999-07-14
Classification:
Brownian motion,
heat kernel,
ratio limit theorems,
Benedicks domain,
60J65,
35B40,
35K05
@article{1022677443,
author = {Collet, Pierre and Mart\'\i nez, Servet and San Mart\'\i n, Jaime},
title = {Ratio Limit Theorems for a Brownian Motion Killed at the Boundary
of a Benedicks Domain},
journal = {Ann. Probab.},
volume = {27},
number = {1},
year = {1999},
pages = { 1160-1182},
language = {en},
url = {http://dml.mathdoc.fr/item/1022677443}
}
Collet, Pierre; Martínez, Servet; San Martín, Jaime. Ratio Limit Theorems for a Brownian Motion Killed at the Boundary
of a Benedicks Domain. Ann. Probab., Tome 27 (1999) no. 1, pp. 1160-1182. http://gdmltest.u-ga.fr/item/1022677443/