A CHARACTERIZATION OF H-BROWNIAN MOTION BY ITS EXIT DISTRIBUTIONS

• 成果类型: Article
• 署名作者: VONDRACEK, Z
• 刊物名称: PROBABILITY THEORY AND RELATED FIELDS
• ISSN/ISSBN: 0178-8051
• DOI: 10.1007/BF01205235
• 发表日期: 1992
• 页码: 41-50
• 关键词: identical hitting probabilities; MARKOV-PROCESSES

摘要

Let X(h) be an h-Brownian motion in the unit ball D subset-of R(d) with h harmonic, such that the representing measure of h is not singular with respect to the surface measure on partial derivative D. If Y is a continuous strong Markov process in D with the same killing 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.