Positivity of Brownian transition densities

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Positivity of Brownian transition densities

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Title: Positivity of Brownian transition densities
Author: Burdzy, Krzysztof; Barlow, Martin T.; Bass, Richard F.
Abstract: Let B be a Borel subset of R [to the power of] 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.
URI: http://hdl.handle.net/1773/2180

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