Summary
If D∋-ℝd, d≧3, is bounded and has Lipschitz boundary then the expected lifetime of any Brownian h-path process in D is finite.
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Cranston, M. Lifetime of conditioned Brownian motion in Lipschitz domains. Z. Wahrscheinlichkeitstheorie verw Gebiete 70, 335–340 (1985). https://doi.org/10.1007/BF00534865
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DOI: https://doi.org/10.1007/BF00534865