Home | Contents | Submissions, editors, etc. | Login | Search | EJP
 Electronic Communications in Probability > Vol. 2 (1997) > Paper 4 open journal systems 


Positivity of Brownian Transition Densities

Martin Barlow, University of British Columbia
Richard F. Bass, University of Washington
Krzysztof Burdzy, University of Washington


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.


Full text: PDF

Pages: 43-51

Published on: September 24, 1997
Bibliography
  1. R.F. Bass, Probabilistic Techniques in Analysis, Springer, New York, 1995. Math. Review 96e:60001
  2. R.F. Bass and K. Burdzy, Eigenvalue expansions for Brownian motion with an application to occupation times, Electr. J.~Prob. 1 (1996) paper 3, 1-19. Math. Review 97c:60201
  3. W. Feller, An Introduction to Probability theory and its Applications, vol. 2, 2nd ed. Wiley, New York, 1971. Math. Review 42:5292
  4. Nguyen-Xuan-Loc and T. Watanabe, A characterization of fine domains for a certain class of Markov processes with applications to Brelot harmonic spaces. Z. f. Wahrscheinlichkeitsth. 21 (1972) 167-178. Math. Review 47:1136
  5. S.C. Port and C.J. Stone, Brownian Motion and Classical Potential Theory, Academic Press, New York, 1978. Math. Review 58:11459
















Research
Support Tool
Capture Cite
View Metadata
Printer Friendly
Context
Author Address
Action
Email Author
Email Others


Home | Contents | Submissions, editors, etc. | Login | Search | EJP

Electronic Communications in Probability. ISSN: 1083-589X