Harmonic coordinates for diffusions in the plane
成果类型：
Article
署名作者：
Kersting, G
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/aop/1065725180
发表日期：
1996
页码：
1239-1268
关键词：
摘要：
For a class of diffusions X in the plane we construct a global system of coordinates u(x), such that u(x) is close to x at infinity and u(X) is a local martingale. Such coordinates are useful for the study of the long term behaviour of X. The construction uses probabilistic methods, in particular a coupling for general diffusions in the plane.