Martin boundary and integral representation for harmonic functions of symmetric stable processes (Q1273951): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 09:52, 31 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Martin boundary and integral representation for harmonic functions of symmetric stable processes |
scientific article |
Statements
Martin boundary and integral representation for harmonic functions of symmetric stable processes (English)
0 references
5 February 2001
0 references
It is a well-known result of \textit{R. A. Hunt} and \textit{R. L. Wheeden} [Trans. Am. Math. Soc. 147, 507-527 (1970; Zbl 0193.39601)] that the (classical) Martin boundary can be identified with the Euclidean boundary. The authors extend this result to symmetric stable processes. The definition of harmonic function is probabilistic. Unlike the Brownian motion case (classical case) one has to distinguish between the whole process and the killed process. The paper is well written.
0 references
stable process
0 references
Martin boundary
0 references
harmonic functions
0 references