Naslov
A Characterization of $h$-Brownian Motion by its Exit Distributions

Autori
Vondraček, Zoran

Izvornik
Probability theory and related fields (0178-8051) 92 (1992), 1; 241-50

Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni

Ključne riječi
$h$-Brownian motion ; Markov process ; exit distribution ; time-change

Sažetak
Let $X^h$ be an $h$-Brownian motion in the unit ball $D\subset R^d$ with $h$ harmonic, such that the representing measure for $h$ is not singular with respect to the surface measure on $\partial D$. If $Y$ is a continuous strong Markov process in $D$ with the same exit distributions as $X^h$, then $Y$ is a time change of $X^h$. Similar results hold in simply connected domains in $C$ provided with either the Martin or the Euclidean boundary.

Izvorni jezik
Engleski

Znanstvena područja
Matematika

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