On unique extension of time changed reflecting Brownian motions

preprint2008arXivOpen access

Abstract

Let DD be an unbounded domain in $\RR^d$ with d≥3d\geq 3. We show that if DD contains an unbounded uniform domain, then the symmetric reflecting Brownian motion (RBM) on D‾\overline D is transient. Next assume that RBM XX on D‾\overline D is transient and let YY be its time change by Revuz measure 1D(x)m(x)dx{\bf 1}_D(x) m(x)dx for a strictly positive continuous integrable function mm on D‾\overline D. We further show that if there is some r>0r>0 so that D∖B(0,r)‾D\setminus \overline {B(0, r)} is an unbounded uniform domain, then YY admits one and only one symmetric diffusion that genuinely extends it and admits no killings. In other words, in this case XX (or equivalently, YY) has a unique Martin boundary point at infinity.

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