Time changes of symmetric diffusions and Feller measures

• 成果类型: Article
• 署名作者: Fukushima, M; He, P; Ying, JG
• 署名单位: Kansai University; Shanghai University of Finance & Economics; Fudan University
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/009117904000000649
• 发表日期: 2004
• 页码: 3138-3166
• 关键词: schrodinger-operators; brownian-motion

摘要

We extend the classical Douglas integral, which expresses the Dirichlet integral of a harmonic function on the unit disk in terms of its value on boundary, to the case of conservative symmetric diffusion in terms of Feller measure, by using the approach of time change of Markov processes.