Abstract
Let D be an open subset of ℝN, 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 ℝN.
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© 2001 Springer-Verlag Berlin Heidelberg
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Doob, J.L. (2001). Conditional Brownian Motion. In: Classical Potential Theory and Its Probabilistic Counterpart. Classics in Mathematics. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-56573-1_29
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DOI: https://doi.org/10.1007/978-3-642-56573-1_29
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-41206-9
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