Stochastic harmonic morphisms: Functions mapping the paths of one diffusion into the paths of another

DOI10.5802/AIF.925MaRDI QIDQ1171332zbMATH OpenOpenAlexFDO

Authors B. Øksendal, L. Csink

Publication date 1983

Published in Annales de l’institut Fourier (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=AIF_1983__33_2_219_0, https://eudml.org/doc/74587

zbMATH Keywords

conformal invariance of Brownian motionharmonic spaceshitting distributions

Mathematics Subject Classification ID

Probabilistic potential theory (60J45) Diffusion processes (60J60) Brownian motion (60J65)

Cites work

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• Markov processes with identical hitting distributions

Cited in

(10)

• Dirichlet forms, quasiregular functions and Brownian motion
• A stochastic characterization of harmonic morphisms
• Symmetry of stochastic non-variational differential equations
• A transformation of a Feynman-Kac formula for holomorphic families of type B
• Diffusion processes in nonequilibrium thermodynamics
• The classification of holomorphic (m, n)-subharmonic morphisms
• A note on mappings preserving harmonic measure
• Brownian path preserving mappings on the Heisenberg group
• Finely harmonic morphisms, Brownian path preserving functions and conformal martingales
• When is a stochastic integral a time change of a diffusion?

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