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Conditional Brownian Motion

  • J. L. Doob
Part of the Grundlehren der mathematischen Wissenschaften book series (GL, volume 262)

Abstract

Let D be an open subset of ℝ N , and recall that a Brownian motion in D was defined in Section VII.9 as an almost surely continuous Markov process with state space D and transition density b D . The probability space on which the process is defined may or may not be rich enough to extend the process to be a Brownian motion in ℝ N .

Keywords

Brownian Motion Optional Time Martin Boundary Positive Harmonic Function Finite Lifetime 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag New York Inc. 1984

Authors and Affiliations

  • J. L. Doob
    • 1
  1. 1.Department of MathematicsUniversity of IllinoisUrbanaUSA

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