Harmonic functions on Denjoy domains

Authors Thomas Mountford, Sidney C. Port

Publication date 21 February 1993

bounded harmonic function Brownian motion Denjoy domain

[For the entire collection see Zbl 0745.00038.] Let \((X_ t)\) be standard Brownian motion on \(\mathbb{R}^ d\), and let \(P_ x\) be its probability law when \(X_ 0\equiv x\). Given an open set \(D\), let \(T_ D=\{t>0:X_ t\notin D\}\), and let \(H_ D(x,A)=P_ x\{X_{T_ D}\in A;\;T_ D<\infty\}\). A bounded, harmonic function \(f\) on \(D\) is termed representable if there is a bounded function \(\varphi\) on \(\partial D\) satisfying \(f(x)=H_ D\varphi(x)+\alpha P\{T_ D=\infty\}\) for some constant \(\alpha\), and \(D\) is Poissonian if every bounded harmonic function is representable. A Denjoy domain \(D\) has the form \(D=\mathbb{R}^ d\backslash C\), where \(C\) is a closed subset of some hyperplane \(H\). Given a Denjoy domain \(D\). The authors show that a bounded harmonic function \(f\) on \(D\) is representable if and only if \(f\) is symmetric with respect to reflection across the hyperplane and that every bounded, harmonic function on \(D\) is representable if and only if \(C\) has hyperplane measure 0. The proofs are purely probabilistic; analytic proofs of the same results have been given previously by \textit{C. J. Bishop} [Ark. Mat. 29, No. 1, 1-24 (1991; Zbl 0733.31005)].

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