Ratio limit theorems for a brownian motion killed at the boundary of a benedicks domain
| Author | dc.contributor.author | Collet, Pierre | |
| Author | dc.contributor.author | Martínez Aguilera, Servet | es_CL |
| Author | dc.contributor.author | San Martín Aristegui, Jaime | es_CL |
| Admission date | dc.date.accessioned | 2013-12-27T18:22:38Z | |
| Available date | dc.date.available | 2013-12-27T18:22:38Z | |
| Publication date | dc.date.issued | 1999 | |
| Cita de ítem | dc.identifier.citation | The Annals of Probability 1999, Vol. 27, No. 3, 1160 | en_US |
| Identifier | dc.identifier.uri | https://repositorio.uchile.cl/handle/2250/125889 | |
| Abstract | dc.description.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. | en_US |
| Lenguage | dc.language.iso | en_US | en_US |
| Type of license | dc.rights | Attribution-NonCommercial-NoDerivs 3.0 Chile | * |
| Link to License | dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/cl/ | * |
| Keywords | dc.subject | ratio limit theorems | en_US |
| Título | dc.title | Ratio limit theorems for a brownian motion killed at the boundary of a benedicks domain | en_US |
| Document type | dc.type | Artículo de revista |
Files in this item
This item appears in the following Collection(s)
-
Artículos de revistas
Artículos de revistas
Except where otherwise noted, this item's license is described as Attribution-NonCommercial-NoDerivs 3.0 Chile