Hitting hyperbolic half-space

MaRDI QIDQ4898885zbMATH OpenFDO

Authors Jacek Małecki, Grzegorz Serafin

Publication date 3 January 2013

Full work available at URL https://arxiv.org/abs/1111.0621

zbMATH Keywords

transition probabilitiesdiffusionLegendre functionshyperbolic spaceMartin boundarypotential densityhalfplanekilling at border

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65)

Abstract: Let X^mu={X_t^mu;t>=0}, mu>0, be the n-dimensional hyperbolic Brownian motion with drift, that is a diffusion on the real hyperbolic space H^n having the Laplace-Beltrami operator with drift as its generator. We prove the reflection principle for X^mu, which enables us to study the process X^mu killed when exiting the hyperbolic half-space, that is the set D={xin H^n: x_1>0}. We provide formulae, uniform estimates and describe asymptotic behavior of the Green function and the Poisson kernel of D for the process X^mu. Finally, we derive formula for the lambda-Poisson kernel of the set D.

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Cited in

(15)

• Hyperbolic Green function estimates
• Sharp estimates of the Green function of hyperbolic Brownian motion
• Uniform pointwise asymptotics of solutions to quasi-geostrophic equation
• Hitting spheres on hyperbolic spaces
• Potential theory of hyperbolic Brownian motion in tube domains
• Reflecting diffusions and hyperbolic Brownian motions in multidimensional spheres
• Generalized axially symmetric potentials with distributional boundary values
• Lifschitz tail on hyperbolic space: Neumann conditions
• Hitting distributions of geometric Brownian motion
• On potential theory of hyperbolic Brownian motion with drift
• The Dirichlet problem for standard weighted Laplacians in the upper half plane
• Poisson kernel and Green function of the ball in real hyperbolic spaces
• Hyperbolic harmonic functions and hyperbolic Brownian motion
• Non-symmetric hitting distributions on the hyperbolic half-plane and subordinated perpetuities
• Feynman--Kac formula, \(\lambda\)-Poisson kernels and \(\lambda\)-Green functions of half-spaces and balls in hyperbolic spaces

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