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Harmonic measures of the half-plane and balls for the hyperbolic Brownian motion and Ornstein-Uhlenbeck diffusions

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.
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Preprints, Working Papers, ...
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https://hal.archives-ouvertes.fr/hal-00618026
Contributor : Piotr Graczyk Connect in order to contact the contributor
Submitted on : Wednesday, August 31, 2011 - 2:11:34 PM
Last modification on : Wednesday, October 20, 2021 - 3:18:43 AM
Long-term archiving on: : Thursday, December 1, 2011 - 2:26:30 AM

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  • HAL Id : hal-00618026, version 1

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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⟩

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