Let (U_{0}) be the potential operator of a (mathrm{BM}^{d}) in dimension (d=1) or (d=2). Show that every
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Let \(U_{0}\) be the potential operator of a \(\mathrm{BM}^{d}\) in dimension \(d=1\) or \(d=2\). Show that every \(u \in \mathfrak{D}\left(U_{0}ight)\) such that \(u \geqslant 0\) is trivial, i.e. \(u=0\).
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Brownian Motion A Guide To Random Processes And Stochastic Calculus De Gruyter Textbook
ISBN: 9783110741254
3rd Edition
Authors: René L. Schilling, Björn Böttcher
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