A characterization of \(h\)-Brownian motion by its exit distributions (Q1184044)

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scientific article; zbMATH DE number 34019
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    A characterization of \(h\)-Brownian motion by its exit distributions
    scientific article; zbMATH DE number 34019

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      A characterization of \(h\)-Brownian motion by its exit distributions (English)
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      28 June 1992
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      Let \(X^ h\) be an \(h\)-Brownian motion in the unit ball \(D\subset\mathbb{R}^ d\) with \(h\) harmonic, such that the representing measure of \(h\) is not singular with respect to the surface measure on \(\partial D\). If \(Y\) is a continuous strong Markov process in \(D\) with the same killing distributions as \(X^ h\), then \(Y\) is a time change of \(X^ h\). Similar results hold in simply connected domains in \(\mathbb{C}\) provided with either the Martin or the Euclidean boundary.
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      surface measure
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      strong Markov process
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      killing distributions
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      time change
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      boundary
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