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Latest revision as of 23:03, 19 March 2024

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A new approach to the Martin boundary via diffusions conditioned to hit a compact set
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    A new approach to the Martin boundary via diffusions conditioned to hit a compact set (English)
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    29 June 1993
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    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.
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    diffusion generator on an exterior domain
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    harmonic measure boundary at infinity
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    Martin boundary
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    rotational invariant diffusion generators
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