On unique extension of time changed reflecting Brownian motions

Zhen Qing Chen*, Masatoshi Fukushima

*此作品的通讯作者

科研成果: 期刊稿件文章同行评审

9 引用 (Scopus)

摘要

Let D be an unbounded domain in ℝd 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) is an unbounded uniform domain, then Y admits one and only one symmetric diffusion that genuinely extends it and admits no killings.

源语言英语
页(从-至)864-875
页数12
期刊Annales de l'institut Henri Poincare (B) Probability and Statistics
45
3
DOI
出版状态已出版 - 8月 2009
已对外发布

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