Time changes of symmetric diffusions and Feller measures
Probability
2007-05-23 v1
Abstract
We extend the classical Douglas integral, which expresses the Dirichlet integral of a harmonic function on the unit disk in terms of its value on boundary, to the case of conservative symmetric diffusion in terms of Feller measure, by using the approach of time change of Markov processes.
Keywords
Cite
@article{arxiv.math/0503588,
title = {Time changes of symmetric diffusions and Feller measures},
author = {Masatoshi Fukushima and Ping He and Jiangang Ying},
journal= {arXiv preprint arXiv:math/0503588},
year = {2007}
}
Comments
Published at http://dx.doi.org/10.1214/009117904000000649 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)