On the limits at the Martin boundary for a class of functions
Let \(E\) be a connected \(N\)-dimensional manifold, and \(g\) a metric such that for each \(e\in E\) there is a chart \((U, \varphi)\) with \(e\in U\) such that, in local coordiantes, the following conditions are satisfied: \[ \lambda^{-1}|\xi|^2\leq g_{ij}(x)\xi^i\xi^j\leq \lambda|\xi|^2, \quad x\in U, \xi\in R^N, \] where \(\lambda\) depends on the chart and the point \(e\). Let \(V\) be a measure on \(E\) such that in local coordinates \(V(dx)=\rho dx\) with \(\lambda^{-1}\leq \rho(x)\leq \lambda,x\in U\). Suppose that \(b\) is a bounded vector field. Define \(Lu=\delta u+bu\). Let \((X_t, P^x, \zeta)\) be the diffusion process associated with \(L\) and \(g(x, y)\) be the Green function. Take a fixed nonnegative continuous function \(\varphi\) with compact support such that \(\int\varphi dV=1\) and put \(q(x)=\int g(y, x)\varphi(y) dV(y)\). The author proves that, for a locally square-integrable function \(u\) such that (i) \(|\nabla u|\) is locally square-integrable; (ii) \(\int^{\zeta}_0|\nabla u|^2(X_s)ds<\infty\); (iii) \(\int^{\zeta}_0|nu|(X_s)ds<\infty\); (iv) \(\int^{\zeta}_0q^{-1}|\langle \nabla u, \nabla q\rangle|(X_s) ds<\infty\), the limit \(\lim_{t\uparrow\zeta} u(X_t)\) exists almost surely. The result of this paper generalizes that of a previous paper by \textit{T. Lyons} and the author [Ann. Probab. 27, No. 1, 1-49 (1999; Zbl 0969.60078)]. The main tools of this paper are time reversal and forward-backward decomposition.
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