Martin boundary and integral representation for harmonic functions of symmetric stable processes (Q1273951): Difference between revisions
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English | Martin boundary and integral representation for harmonic functions of symmetric stable processes |
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Martin boundary and integral representation for harmonic functions of symmetric stable processes (English)
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5 February 2001
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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.
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stable process
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Martin boundary
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harmonic functions
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