Parabolic Boundary Harnack Principle

  • Krzysztof Burdzy
Chapter
Part of the Lecture Notes in Mathematics book series (LNM, volume 2106)

Abstract

This chapter presents a “parabolic boundary Harnack principle.” This theorem has both analytic and probabilistic interpretations. The probabilistic interpretation says that, informally speaking, a process conditioned to avoid the boundary of a domain on a time interval will be far from the boundary at the end of the time interval, with high probability. An application of the parabolic boundary Harnack principle is also given.

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© Springer International Publishing Switzerland 2014

Authors and Affiliations

  • Krzysztof Burdzy
    • 1
  1. 1.Department of MathematicsUniversity of WashingtonSeattleUSA

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