Now showing items 1-1 of 1
Eigenvalue expansions for Brownian motion with an application to occupation times
(Institute of Mathematical Statistics, 1996-01-31)
Let B be a Borel subset of R [to the power of] d with finite volume. We give an eigenvalue expansion for the transition densities of Brownian motion killed on exiting B. Let A [subscript] 1 be the time spent by Brownian motion in a closed cone with vertex 0 until time one. We show that lim [subscript] u [approaching] 0 log P ...