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Journal of the London Mathematical Society 1995 51(2):373-382; doi:10.1112/jlms/51.2.373
© 1995 by London Mathematical Society
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© The London Mathematical Society

On the Principle of not Feeling the Boundary for Diffusion Processes

Elton P. Hsu

Department of Mathematics, Northwestern University Evanston, Illinois 60208, USA

Received 13 April 1993.

We derive the principle of not feeling the boundary for the transition density function of a diffusion process from its basic short-time logarithmic asymptotic relation. This allows us to extend this principle for more general diffusion processes.

Research supported in part by the grant ARO 28905.


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