Hitting hyperbolic half-space
Probability
2011-11-03 v1
Abstract
Let X^\mu={X_t^\mu;t>=0}, \mu>0, be the n-dimensional hyperbolic Brownian motion with drift, that is a diffusion on the real hyperbolic space H^n having the Laplace-Beltrami operator with drift as its generator. We prove the reflection principle for X^\mu, which enables us to study the process X^\mu killed when exiting the hyperbolic half-space, that is the set D={x\in H^n: x_1>0}. We provide formulae, uniform estimates and describe asymptotic behavior of the Green function and the Poisson kernel of D for the process X^\mu. Finally, we derive formula for the lambda-Poisson kernel of the set D.
Keywords
Cite
@article{arxiv.1111.0621,
title = {Hitting hyperbolic half-space},
author = {Jacek Malecki and Grzegorz Serafin},
journal= {arXiv preprint arXiv:1111.0621},
year = {2011}
}
Comments
20 pages