## Electronic Communications in Probability

### Positivity of Brownian Transition Densities

#### 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.

#### Article information

Source
Electron. Commun. Probab., Volume 2 (1997), paper no. 4, 43-51.

Dates
Accepted: 24 September 1997
First available in Project Euclid: 26 January 2016

https://projecteuclid.org/euclid.ecp/1453832499

Digital Object Identifier
doi:10.1214/ECP.v2-983

Mathematical Reviews number (MathSciNet)
MR1484554

Zentralblatt MATH identifier
0890.60073

Rights