Conditional Brownian Motion
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 .
KeywordsBrownian Motion Optional Time Martin Boundary Positive Harmonic Function Finite Lifetime
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