“…The proof for the B t,u (x, y) part is similar, see also [17,Lemma 5.6] for a similar statement. for some constants c, C > 0 independent of t. Thus by independence we have E e 4At,u(x,y) Therefore, we can find constants C, c > 0 such that for any t ∈ (0, 1] and u > 0 fixed we have (0,∞) 2 E e 4At,u(x,y) 1/4 e −(x−y) 2 /c dxdy ≤ C (0,∞) 2 e −yu/2−(x−y) 2 /c dxdy < ∞.…”