On unique extension of time changed reflecting Brownian motions
Probability
2015-05-13 v1
Abstract
Let be an unbounded domain in with . We show that if contains an unbounded uniform domain, then the symmetric reflecting Brownian motion (RBM) on is transient. Next assume that RBM on is transient and let be its time change by Revuz measure for a strictly positive continuous integrable function on . We further show that if there is some so that is an unbounded uniform domain, then admits one and only one symmetric diffusion that genuinely extends it and admits no killings. In other words, in this case (or equivalently, ) 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