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Positivity of Brownian Transition Densities


 
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1. Title Title of document Positivity of Brownian Transition Densities
 
2. Creator Author's name, affiliation, country Martin Barlow; University of British Columbia
 
2. Creator Author's name, affiliation, country Richard F. Bass; University of Washington
 
2. Creator Author's name, affiliation, country Krzysztof Burdzy; University of Washington
 
3. Subject Discipline(s) Mathematics
 
3. Subject Keyword(s) Transition densities, Brownian motion, eigenvalue expansion, fine topology, regular points.
 
3. Subject Subject classification 60J35 (60J65).
 
4. Description Abstract Let $B$ be a Borel subset of $R^d$ 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 1997-09-24
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/983
 
10. Identifier Digital Object Identifier 10.1214/ECP.v2-983
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 2
 
12. Language English=en en
 
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