Periodic extensions of two-dimensional Brownian motion on the half plane. II (Q1173821)

The author considers Markov processes on the upper half plane \(D\) which behave like Brownian motion until they hit the \(x\)-axis. There, the behaviour is described by a quadrupel \((\mu, \sigma, k,p)\), where \(\mu\) and \(\sigma\) are periodic measures on the real line and \(k\) and \(p\) are constants. Given such a quadrupel, the author has proved in part I [ibid. 12, No. 2, 132-209 (1989; Zbl 0704.60079)] that there exists at most one extension on \(\overline{D}\) such that its law is invariant under translations of length \(2\pi\) parallel to the \(x\)-axis. In the article under review he constructs this extension and investigates its regularity properties. In particular he shows that the process associated to \((\mu, \sigma, k,p)\) has continuous path functions in \(\overline{D}\) if and only if \(\mu\) and \(\sigma\) are positive for any open set. Moreover the process is also of Feller type if -- in addition -- \(\sigma\) has no discrete mass. If \(\mu\) and \(\sigma\) are absolutely continuous the author gives explicit expressions for the coefficients in the partial differential equation describing the behaviour of the process on the \(x\)-axis.