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1997 Positivity of Brownian Transition Densities
Martin Barlow, Richard Bass, Krzysztof Burdzy
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Electron. Commun. Probab. 2: 43-51 (1997). DOI: 10.1214/ECP.v2-983

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.

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Martin Barlow. Richard Bass. Krzysztof Burdzy. "Positivity of Brownian Transition Densities." Electron. Commun. Probab. 2 43 - 51, 1997. https://doi.org/10.1214/ECP.v2-983

Information

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

zbMATH: 0890.60073
MathSciNet: MR1484554
Digital Object Identifier: 10.1214/ECP.v2-983

Subjects:
Primary: 60J35
Secondary: 60J65

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