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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.
https://hal.archives-ouvertes.fr/hal-00618026
Contributor : Piotr Graczyk <>
Submitted on : Wednesday, August 31, 2011 - 2:11:34 PM
Last modification on : Monday, March 9, 2020 - 6:15:52 PM
Document(s) archivé(s) le : Thursday, December 1, 2011 - 2:26:30 AM
Contributor : Piotr Graczyk <>
Submitted on : Wednesday, August 31, 2011 - 2:11:34 PM
Last modification on : Monday, March 9, 2020 - 6:15:52 PM
Document(s) archivé(s) le : Thursday, December 1, 2011 - 2:26:30 AM
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