Asymptotic behaviour of a Brownian motion on exterior domains

Author	dc.contributor.author	Collet, Pierre
Author	dc.contributor.author	Martínez Aguilera, Servet	es_CL
Author	dc.contributor.author	San Martín Aristegui, Jaime	es_CL
Admission date	dc.date.accessioned	2013-12-27T18:14:22Z
Available date	dc.date.available	2013-12-27T18:14:22Z
Publication date	dc.date.issued	2000
Cita de ítem	dc.identifier.citation	Probab. Theory Relat. Fields 116, 303–316 (2000)	en_US
Identifier	dc.identifier.uri	https://repositorio.uchile.cl/handle/2250/125888
Abstract	dc.description.abstract	We study the asymptotic behaviour of the transition density of a Brownian motion in D, killed at @D, where Dc is a compact non polar set. Our main result concern dimension d D 2, where we show that the transition density pD t .x; y/ behaves, for large t , as 2 u.x/u.y/.t .log t/2/ −1 for x; y 2 D, where u is the unique positive harmonic function vanishing on .@D/r , such that u.x/ log jxj.	en_US
Lenguage	dc.language.iso	en_US	en_US
Type of license	dc.rights	Attribution-NonCommercial-NoDerivs 3.0 Chile	*
Link to License	dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/3.0/cl/	*
Keywords	dc.subject	Brownian motion	en_US
Título	dc.title	Asymptotic behaviour of a Brownian motion on exterior domains	en_US
Document type	dc.type	Artículo de revista

Except where otherwise noted, this item's license is described as Attribution-NonCommercial-NoDerivs 3.0 Chile