Service interruption on Monday 11 July from 12:30 to 13:00: all the sites of the CCSD (HAL, EpiSciences, SciencesConf, AureHAL) will be inaccessible (network hardware connection).
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 GraczykConnect 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
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⟩