1.5
Let L be a uniformly elliptic operator on d dimensional space,
The matrix
is assumed to satisfy the ellipticity bounds
in the quadratic form sense.
Suppose
is the diffusion process associated with L. Let
be the ball of radius R in
and S a subset of
.
Then if
denotes the characteristic function of S, the solution
of the boundary value problem,
is the expected time the diffusion process
, starting at
, spends in S before exiting
. According to the
Alexandrov-Bakelman-Pucci (ABP) inequality (``Elliptic partial differential
equations of second order", by Gilbarg and Trudinger, Springer, NewYork,
1983) there is a constant
C, depending only on
such that
, where
denotes
Lebesgue measure.
Suppose
is a neighborhood with radius r;SPMlt;R, of a d-1 dimensional
plane
.
Then one can see by a straightforward application of the maximum principle that
, which is sharper than the estimate
given by the ABP inequality. On the other hand the ABP
estimate continues to hold if
is a neighborhood of a d-1 dimensional
Lipschitz manifold
.
In this paper it is shown that the estimate
continues to hold
if
is a neighborhood of a d-1 dimensional manifold
which is
. The argument breaks down for Lipschitz manifolds. A result for
Lipschitz manifolds is , however, obtained in the paper. For x a distance r
from
, let
be the probability that the process
, started at x, escapes to a distance R from
before
hitting
. If
is
, it is shown that
, for some constant c depending only on
. This imples the estimate
. For a Lipschitz
manifold
it is shown that
for constants C,c depending only on
and the Lipschitz
constant.