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

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.