Extremal holomorphic diffusion processes (Q1317956)

Let \(D\) be a bounded domain of \(\mathbb{C}^ n\) and \({\mathcal P}(D)\) the set of plurisubharmonic functions on \(D\). For a subset \(E\subset D\) one considers the extremal plurisubharmonic function \(u^*_ E\) (defined as the upper semi-continuous version of the supremum of nonpositive functions of \({\mathcal P}(D)\) which are less than \(-1\) on \(E\)). It has been shown that if one denotes by \(P_ z^ p\) the holomorphic diffusion process associated with \(p\in{\mathcal P}(D)\) then for a nonnegative Borel function \(f\) one has \[ -\int_ D u_ E^* (z) f(z) dV(z)= \sup_{p\in{\mathcal P}(D)} \int_ D P_ z^ p (\sigma_ E<\infty) f(z) dV(z) \] and that in some cases the supremum is attained by some diffusion process \(P_ z^*\) and will be called extremal. This paper is concerned with the behaviour of such extremal diffusion processes viewed as processes associated with a plurisubharmonic function \(u\), solution of a boundary value problem of the degenerate Monge-Ampère equation or processes which are solutions of some stochastic differential equation.