Hitting probabilities and potential theory for the Brownian path-valued process

DOI10.5802/AIF.1398zbMath0794.60077OpenAlexW2025836284MaRDI QIDQ1323162

Jean-François Le Gall

Publication date: 28 August 1994

Published in: Annales de l'Institut Fourier (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIF_1994__44_1_277_0

zbMATH Keywords

partial differential equationvariational problemscapacitary distributionspath-valued processpotential-theoretic resultssuper Brownian motion

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Boundary value problems for second-order elliptic equations (35J25) Brownian motion (60J65) Probabilistic potential theory (60J45)

Related Items (8)

Non-degenerate conditionings of the exit measures of super Brownian motion. ⋮ Reflecting Brownian snake and a Neumann-Dirichlet problem. ⋮ The Brownian snake and solutions of \(\Delta u = u^ 2\) in a domain ⋮ Markov snakes and superprocesses ⋮ On states of exit measures for superdiffusions ⋮ The packing measure of the range of super-Brownian motion ⋮ Bessel Processes, the Brownian Snake and Super-Brownian Motion ⋮ Characterization of \(G\)-regularity for super-Brownian motion and consequences for parabolic partial differential equations

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• The Equivalence of Two Definitions of Capacity

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