Do minimal solutions of heat equations characterize diffusions? (Q1112464)
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scientific article; zbMATH DE number 4078440
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| English | Do minimal solutions of heat equations characterize diffusions? |
scientific article; zbMATH DE number 4078440 |
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Do minimal solutions of heat equations characterize diffusions? (English)
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1989
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Brownian motion may be characterized as a process which, when composed with minimal parabolic functions, gives martingales. This note explores the extent to which this is true in general. For the diffusion associated with the Kohn Laplacian on the Heisenberg group it is shown to be false.
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martingales
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Heisenberg group
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minimal solution
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heat equations
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0.7481203675270081
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0.7334518432617188
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