On unique extension of time changed reflecting Brownian motions

نویسندگان

  • Zhen-Qing Chen
  • Masatoshi Fukushima
چکیده

Let D be an unbounded domain in R with d ≥ 3. We show that if D contains an unbounded uniform domain, then the symmetric reflecting Brownian motion (RBM) on D is transient. Next assume that RBM X on D is transient and let Y be its time change by Revuz measure 1D(x)m(x)dx for a strictly positive continuous integrable function m on D. We further show that if there is some r > 0 so that D \ B(0, r) is an unbounded uniform domain, then Y admits one and only one symmetric diffusion that genuinely extends it and admits no killings. In other words, in this case X (or equivalently, Y ) has a unique Martin boundary point at infinity. Résumé Notons D une domaine non bornée dans R avec d ≥ 3. Nous montrons que si D contient une domaine uniforme non bornée, alors le mouvement brownien reflétent (RBM) sur D est transitoire. Suivant nous supposons que RBM X sur D est transitoire et notons Y sa changement de temps par une mesure Revuz 1D(x)m(x)dx pour un fonction m strictement positif continue intégrable sur D. En plus montrons que s’il existe un r > 0 telles que D \ B(0, r) est une domaine uniforme non bornée, alors Y admet un et seulement un diffusion symmetric que l’étend et admet pas les meurtres. Autrement dit, dans ce cas X (ou également Y ) a un point de bord Martin unicité à l’infini. AMS 2000 Mathematics Subject Classification: Primary 60J50; Secondary 60J60, 31C25.

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تاریخ انتشار 2008