Naslov
Markov functions of a time-changed recurrent difussion

Autori
Vondraček, Zoran

Izvornik
Journal of theoretical probability (0894-9840) 6 (1993), 3; 485-497

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

Ključne riječi
Markov functions ; diffusions ; time-change ; Brownian motion on the Sierpinski gasket

Sažetak
Let $(X_t, P_x)$ be a recurrent diffusion on the state space $E$. A necessary and sufficient condition on the continuous function $u:E\rightarrow \mbox{; ; ; ; \bf R}; ; ; ; $ is given so that $u$ is a Markov function for a time-changed diffusion $X_{; ; ; ; {; ; ; ; \tau}; ; ; ; _t}; ; ; ; $. It is shown that no non-constant continuous real-valued function is Markov for a Brownian motion on the Sierpinski gasket.

Izvorni jezik
Engleski

Znanstvena područja
Matematika

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