Positivity of Brownian Transition Densities
نویسندگان
چکیده
منابع مشابه
Positivity of Brownian Transition Densities
Let B be a Borel subset of R and let p(t, x, y) be the transition densities of Brownian motion killed on leaving B. Fix x and y in B. If p(t, x, y) is positive for one t, it is positive for every value of t. Some related results are given. 1. Statement of results. Let d ≥ 2, let B be a Borel subset of R, and let p(t, x, y) denote the transition density of d-dimensional Brownian motion killed on...
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ژورنال
عنوان ژورنال: Electronic Communications in Probability
سال: 1997
ISSN: 1083-589X
DOI: 10.1214/ecp.v2-983