English

On unique extension of time changed reflecting Brownian motions

Probability 2015-05-13 v1

Abstract

Let DD be an unbounded domain in \RRd\RR^d with d3d\geq 3. We show that if DD contains an unbounded uniform domain, then the symmetric reflecting Brownian motion (RBM) on D\overline D is transient. Next assume that RBM XX on D\overline D is transient and let YY be its time change by Revuz measure 1D(x)m(x)dx{\bf 1}_D(x) m(x)dx for a strictly positive continuous integrable function mm on D\overline D. We further show that if there is some r>0r>0 so that DB(0,r)D\setminus \overline {B(0, r)} is an unbounded uniform domain, then YY admits one and only one symmetric diffusion that genuinely extends it and admits no killings. In other words, in this case XX (or equivalently, YY) has a unique Martin boundary point at infinity.

Keywords

Cite

@article{arxiv.0810.5096,
  title  = {On unique extension of time changed reflecting Brownian motions},
  author = {Zhen-Qing Chen and Masatoshi Fukushima},
  journal= {arXiv preprint arXiv:0810.5096},
  year   = {2015}
}

Comments

To appear in Ann. Inst. Henri Poincare Probab. Statist