Electronic Journal of Probability, Vol. 1 (1996)
Paper no. 3, pages 1-19.
Eigenvalue expansions for Brownian motion with an application
to occupation times
Richard F. Bass and Krzysztof Burdzy
Comment added by R. Bass and K. Burdzy on February
15, 1996.
Related article: An article by R. Bañuelos
and R. Smits, "Brownian motion in cones" contains a number of
estimates for Brownian motion transition probabilities
in cones related to Lemma 3.1 of the present paper.
A copy of the article is available from
Rodrigo Bañuelos
Department of Mathematics
Purdue University
West Lafayette, IN 47907
banuelos@math.purdue.edu
Comments added by R. Bass and K. Burdzy on
October 19, 1997.
Related article:
In "Positivity
of Brownian transition densities" by M.T. Barlow,
R. Bass, and K. Burdzy (Electr. Comm. Probab. 2,
(1997) paper 4, p. 43-51), Theorem 1.1 is improved to show
equality everywhere instead of almost everywhere.
Corrections: In the statement of
Theorem 1.1, the word "complete" should be removed.
For a more complete discussion of the correction
see the other supplementary files.
Electronic Journal of Probability
and Electronic Communications in Probability
(ejpecp@math.washington.edu)