Ratio limit theorems for a Brownian motion killed at the boundary of a Benedicks domain

Citation
P. Collet et al., Ratio limit theorems for a Brownian motion killed at the boundary of a Benedicks domain, ANN PROBAB, 27(3), 1999, pp. 1160-1182
Citations number
12
Categorie Soggetti
Mathematics
Journal title
ANNALS OF PROBABILITY
ISSN journal
00911798 → ACNP
Volume
27
Issue
3
Year of publication
1999
Pages
1160 - 1182
Database
ISI
SICI code
0091-1798(199907)27:3<1160:RLTFAB>2.0.ZU;2-Y
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 pr obabilistic terms, the various constants appearing in the theory.