On unique extension of time changed reflecting Brownian motions
نویسندگان
چکیده
منابع مشابه
On unique extension of time changed reflecting Brownian motions
Let D be an unbounded domain in R with d ≥ 3. We show that if D contains an unbounded uniform domain, then the symmetric reflecting Brownian motion (RBM) on D is transient. Next assume that RBM X on D is transient and let Y be its time change by Revuz measure 1D(x)m(x)dx for a strictly positive continuous integrable function m on D. We further show that if there is some r > 0 so that D \ B(0, r...
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Let D be an unbounded domain in R with d ≥ 3. We show that if D contains an unbounded uniform domain, then the symmetric reflecting Brownian motion (RBM) on D is transient. Next assume that RBM X on D is transient and let Y be its time change by Revuz measure 1D(x)m(x)dx for a strictly positive continuous integrable function m on D. We further show that if there is some r > 0 so that D \ B(0, r...
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ژورنال
عنوان ژورنال: Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
سال: 2009
ISSN: 0246-0203
DOI: 10.1214/08-aihp301