scientific article; zbMATH DE number 16040

MaRDI QIDQ3972687zbMATH OpenFDO

Authors Jörg-Uwe Löbus

Publication date 25 June 1992

zbMATH Keywords

Laplace-Beltrami operatorrandom time changestrong Markov process

Mathematics Subject Classification ID

Diffusion processes (60J60)

Review text

[For the entire collection see Zbl 0713.00012.] Let \(X\) be a \(d\)-dimensional continuous strong Markov process on a smooth domain \(D\subset{\mathfrak R}^ d\) such that \(E(\tau(D))<\infty\), where \(\tau(D)\) is the first exit time from \(D\). Under some conditions --- in particular it is assumed that the coordinate mappings are harmonic for \(X\) --- a transformation in time and space is presented which maps the process \(X\) to a process having the Laplace-Beltrami operator as the infinitesimal operator on the corresponding manifold.

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Cited in

(2)

• Geometrical structures induced by continuous strong markov processes associated with generalized second order elliptic differential operators
• Correlated Processes and the Composition of Generators

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