Dévissage of a Poisson boundary under equivariance and regularity conditions

DOI10.1007/978-3-319-44465-9_8MaRDI QIDQ5270100zbMATH OpenOpenAlexFDO

Authors Jürgen Angst, Camille Tardif

Publication date 22 June 2017

Published in Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1311.4428

zbMATH Keywords

Brownian motiondiffusionPoisson boundaryMinkowski space-timerelativistic Brownian motion

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65) Diffusion processes and stochastic analysis on manifolds (58J65) Probabilistic potential theory (60J45)

Abstract: We present a method that allows, under suitable equivariance and regularity conditions, to determine the Poisson boundary of a diffusion starting from the Poisson boundary of a sub-diffusion of the original one. We then give two examples of application of this d'evissage method. Namely, we first recover the classical result that the Poisson boundary of Brownian motion on a rotationally symmetric manifolds is generated by its escape angle, and we then give an "elementary" probabilistic proof of the delicate result of [Bai08], i.e. the determination of the Poisson boundary of the relativistic Brownian motion in Minkowski space-time.

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Cited in

(3)

• Direct and inverse problems for the Poisson equation with equality of flows on a part of the boundary
• On the Poisson boundary of the relativistic Brownian motion
• Poisson boundary of a relativistic diffusion

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