GEOMETRIC-PROPERTIES OF SOME FAMILIAR DIFFUSIONS IN RN
成果类型：
Article
署名作者：
BORELL, C
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/aop/1176989412
发表日期：
1993
页码：
482-489
关键词：
摘要：
Consider a convex domain B in R(n) and denote by p(t, x, y) the transition probability density of Brownian motion in B killed at the boundary of B. The main result in this paper, in particular, shows that the function s ln s(n)p(s2, x, y), (s, x, y) is-an-element-of R+ x B2, is concave.