The harmonic functions of (At, Bt,)

DOI10.1017/S0305004100071632MaRDI QIDQ4277221zbMATH OpenOpenAlexFDO

Authors L. C. G. Rogers

Publication date 27 August 1996

Published in Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0305004100071632

zbMATH Keywords

behaviour of trajectoriesMarkov processmartingalesresolvent kernelstransition probabilities

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Probabilistic potential theory (60J45) Brownian motion (60J65)

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Cites work

• Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I
• Representation Theory for Denumerable Markov Chains

Cited in

(3)

• scientific article; zbMATH DE number 4208559 (Why is no real title available?)
• Averaging problems of running processes associated with Brownian motion and applications
• Periodic extensions of two-dimensional Brownian motion on the half plane. I

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