On Kelvin transformation

DOI10.1007/S10959-006-0003-8MaRDI QIDQ2433964zbMATH OpenOpenAlexWikidataFDO

Publication date 31 October 2006

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10959-006-0003-8

Brownian motion Doob's conditional process Green function inversion isotropic stable Lévy process Kelvin transform Laplace transform resolvent Riesz kernel Schrödinger equation

Mathematics Subject Classification ID

Harmonic, subharmonic, superharmonic functions on other spaces (31C05) Probabilistic potential theory (60J45) Brownian motion (60J65)

Review text

The first main result of the paper states that an appropriately time-changed inversion of a rotationally invariant symmetric \(\alpha\)-stable process is equal in law to a Doob's \(h\)-transform of the process itself. More precisely, let \(0<\alpha \leq 2\), \(d\geq 1\), and let \((X_t: t\geq 0)\) be the rotationally invariant \(\alpha\)-stable process in \({\mathbb R}^d\), killed when it hits the origin (in case the process hits points). Define the additive functional \(A_t=\int_0^t | X_s| ^{-2\alpha}\), and denote by \(\tau_t\) its inverse. Let \(Tx=x/| x| ^2\) be the inversion in \({\mathbb R}^d\). Then the process \((TX_{\tau_t}: t\geq 0)\) has the same law as the process \((X_t:\, t\geq 0)\) conditioned in Doob's sense by the function \(h(x)=| x| ^{\alpha -d}\). As a consequence of this, the authors prove the second main result, a transformation rule for the Green function \(G_D\) of the process \(X_t\): If \(D\) is an open subset of \({\mathbb R}^d\setminus \{0\}\), then \(G_{TD}(x,y)=| x| ^{\alpha-d} | y| ^{\alpha -d} G_D(Tx,Ty)\).

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