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Killed Random Processes and Heat Kernels [Erratum]
Kh. Villarroel University of Salamanca
Abstract:
In J. Villarroel “Killed random processes and heat kernels” (Vol. 144, No. 2, August, 2005) on page 1238, the sentence before (2) should be: "We suppose that given that $\widehat B_t=x\in\mathbb{R}$ ($\widehat B_t$ took a value $x$ and hence has not yet been killed), the probability of being killed at any time $t+h>t$ is $O(h)\dots$"
On page 1239, the expression for $\zeta(t;p\mid x')$ after Eq. (6) should be:
$$
\zeta(t;p\mid x')\equiv\int f(t,x;p\mid x')\,dx=\int_0^{\infty}e^{-pz}\pi(t,z\mid x')\,dz.
$$
Keywords:
Brownian motion, heat equation propagator.
Citation:
Kh. Villarroel, “Killed Random Processes and Heat Kernels [Erratum]”, TMF, 145:1 (2005), 144; Theoret. and Math. Phys., 145:1 (2005), 1493
Linking options:
https://www.mathnet.ru/eng/tmf1889https://doi.org/10.4213/tmf1889 https://www.mathnet.ru/eng/tmf/v145/i1/p144
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