Do minimal solutions of heat equations characterize diffusions?

DOI10.1007/BF00964368MaRDI QIDQ1112464zbMATH OpenFDO

Authors J. C. Taylor

Publication date 1989

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00964368

zbMATH Keywords

heat equationsHeisenberg groupmartingalesminimal solution

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Diffusion processes (60J60)

Review text

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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Cites work

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• Principe du maximum, inégalité de Harnack et unicité du problème de Cauchy pour les opérateurs elliptiques dégénérées

Cited in

(3)

• On uniqueness and nonuniqueness of the positive Cauchy problem for parabolic equations with unbounded coefficients
• Minimal Functions, Martingales, and Brownian Motion on a Noncompact Symmetric Space
• When does the heat equation have a solution with a sequence of similar level sets?

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