Positivity of Brownian transition densities
Loading...
Date
Authors
Burdzy, Krzysztof
Barlow, Martin T.
Bass, Richard F.
Journal Title
Journal ISSN
Volume Title
Publisher
Electronic Journal of Probability
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.
Description
Citation
Barlow, M.T., R.F. Bass, & K. Burdzy. (1997). Positivity of Brownian transition densities. Electronic Communications in Probability, 2, 43-51.