Abstract : The purpose of the paper is to provide integral representations of the Poisson kernel for a half-space and balls for hyperbolic Brownian motion and for the classical Ornstein-Uhlenbeck process. The method of proof is based on Girsanov's theorem and yields more complete results as those based on Feynmann-Kac technique.
https://hal.archives-ouvertes.fr/hal-00618026
Contributeur : Piotr Graczyk
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Soumis le : mercredi 31 août 2011 - 14:11:34
Dernière modification le : mercredi 19 décembre 2018 - 14:08:04
Document(s) archivé(s) le : jeudi 1 décembre 2011 - 02:26:30
Tomasz Byczkowski, Jakub Chorowski, Piotr Graczyk, Jacek Malecki. Harmonic measures of the half-plane and balls for the hyperbolic Brownian motion and Ornstein-Uhlenbeck diffusions. 2011. 〈hal-00618026〉
