Positivity of Brownian transition densities
| dc.contributor.author | Burdzy, Krzysztof | |
| dc.contributor.author | Barlow, Martin T. | |
| dc.contributor.author | Bass, Richard F. | |
| dc.date.accessioned | 2005-11-23T18:25:40Z | |
| dc.date.available | 2005-11-23T18:25:40Z | |
| dc.date.issued | 1997-09-24 | |
| dc.description.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. | en |
| dc.description.sponsorship | Barlow's research partially supported by a NSERC (Canada) grant. Bass and Burdzy's research partially supported by NSF grant DMS–9322689. | en |
| dc.format.extent | 167807 bytes | |
| dc.format.mimetype | application/pdf | |
| dc.identifier.citation | Barlow, M.T., R.F. Bass, & K. Burdzy. (1997). Positivity of Brownian transition densities. Electronic Communications in Probability, 2, 43-51. | en |
| dc.identifier.uri | http://hdl.handle.net/1773/2180 | |
| dc.language.iso | en_US | |
| dc.publisher | Electronic Journal of Probability | en |
| dc.subject | Transition densities | en |
| dc.subject | Brownian motion | en |
| dc.subject | Eigenvalue expansion | en |
| dc.subject | Fine topology | en |
| dc.subject | Regular points | en |
| dc.title | Positivity of Brownian transition densities | en |
| dc.type | Article | en |