Pregled bibliografske jedinice broj: 238100
A characterization of Brownian motion in a Lipschitz domain by its killing distributions
A characterization of Brownian motion in a Lipschitz domain by its killing distributions // Journal of theoretical probability, 4 (1991), 2; 457-464 doi:10.1007/BF01258748 (međunarodna recenzija, članak, znanstveni)
CROSBI ID: 238100 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
A characterization of Brownian motion in a Lipschitz domain by its killing distributions
Autori
Vondraček, Zoran
Izvornik
Journal of theoretical probability (0894-9840) 4
(1991), 2;
457-464
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
Brownian motion ; time-change ; Lipschitz domain ; kernel function
Sažetak
Let (Yt, Qx) be a strong Markov process in a bounded Lipschitz domain D with continuous paths up to its lifetime ζ, and let (Xt, Px) be a Brownian motion in D. If Yζ- exists in ∂D and Qx(Yζ- ∈C)=Px(Xζ- ∈C) for all Borel subsets C of ∂D and all x, then Y is a time change of X
Izvorni jezik
Engleski
Znanstvena područja
Matematika
POVEZANOST RADA
Ustanove:
Prirodoslovno-matematički fakultet, Matematički odjel, Zagreb,
Prirodoslovno-matematički fakultet, Zagreb
Profili:
Zoran Vondraček
(autor)
Citiraj ovu publikaciju:
Časopis indeksira:
- Scopus
Uključenost u ostale bibliografske baze podataka::
- MathSciNet
- Zentrallblatt für Mathematik/Mathematical Abstracts
