Recurrence, transience and bounded harmonic functions for diffusions in the plane

DOI10.1214/AOP/1176992075MaRDI QIDQ579768zbMATH OpenOpenAlexFDO

Authors Ross G. Pinsky

Publication date 1987

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176992075

zbMATH Keywords

recurrencetransiencebounded harmonic functionsplane diffusion

Mathematics Subject Classification ID

Diffusion processes (60J60)

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(6)

• Excessiveness of harmonic functions for certain diffusions
• Recurrence and transience of diffusions in a half-space
• Ergodicity and transience of SDEs driven by \(\alpha\)-stable processes with Markovian switching
• Asymptotic properties of solutions of multidimensional stochastic differential equations
• Transcience/recurrence for normally reflected Brownian motion in unbounded domains
• Equivariant discretizations of diffusions and harmonic functions of bounded growth

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