A new approach to the Martin boundary via diffusions conditioned to hit a compact set (Q2365753): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
(One intermediate revision by one other user not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1214/aop/1176989411 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2034802648 / rank | |||
Normal rank |
Latest revision as of 00:03, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A new approach to the Martin boundary via diffusions conditioned to hit a compact set |
scientific article |
Statements
A new approach to the Martin boundary via diffusions conditioned to hit a compact set (English)
0 references
29 June 1993
0 references
Let \(L\) be a diffusion generator on an exterior domain. Let \(h\) be the smallest positive solution of \(Lh=0\) with boundary conditions \(h\equiv 1\) on \(\partial D\). Then the harmonic measure boundary at infinity for the \(h\)-transformed diffusion generator \(L^ h\) coincides with the Martin boundary for \(\widetilde {L}\) on \(\mathbb{R}^ d\), the formal adjoint of \(L\). Further the harmonic measure boundary at infinity for the \(\widetilde{h}\)-transformed diffusion generator \(\widetilde{L}^{\widetilde {h}}\) coincides with the Martin boundary for \(L\) on \(\mathbb{R}^ d\). The boundaries are independent of the domain. The impact of these theoretical results is shown by calculation of the boundaries for rotational invariant diffusion generators.
0 references
diffusion generator on an exterior domain
0 references
harmonic measure boundary at infinity
0 references
Martin boundary
0 references
rotational invariant diffusion generators
0 references