Skip to Main content Skip to Navigation
Preprints, Working Papers, ...

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.
Complete list of metadatas

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

Files

HarmonicMeasureOUProcess.pdf
Files produced by the author(s)

Identifiers

  • HAL Id : hal-00618026, version 1

Collections

Citation

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⟩

Share

Metrics

Record views

304

Files downloads

435