Transition densities of reflecting Brownian motions on Lipschitz domains
Probability
2019-11-11 v5
Abstract
In this paper, we study the continuity of the transition density of the reecting Brownian motion on a general Lipschitz domain. We also provide local estimates for the density. Applying the estimates, we prove that the surface measure on the domain is in the local Kato class of the reecting Brownian motion.
Keywords
Cite
@article{arxiv.1901.00189,
title = {Transition densities of reflecting Brownian motions on Lipschitz domains},
author = {Kouhei Matsuura},
journal= {arXiv preprint arXiv:1901.00189},
year = {2019}
}
Comments
13 pages; minor revision