A note on $X$-harmonic functions
Dynkin, E. B.
Illinois J. Math., Tome 50 (2006) no. 1-4, p. 385-394 / Harvested from Project Euclid
The Martin boundary theory allows one to describe all positive harmonic functions in an arbitrary domain $E$ of a Euclidean space starting from the functions $k^y(x)=\sfrac{g(x,y)}{g(a,y)}$, where $g(x,y)$ is the Green function of the Laplacian and $a$ is a fixed point of $E$. In two previous papers a similar theory was developed for a class of positive functions on a space of measures. These functions are associated with a superdiffusion $X$ and we call them $X$-harmonic. Denote by $\M_c(E)$ the set of all finite measures $\mu$ supported by compact subsets of $E$. $X$-harmonic functions are functions on $\M_c(E)$ characterized by a mean value property formulated in terms of exit measures of a superdiffusion. Instead of the ratio $\sfrac{g(x,y)}{g(a,y)}$ we use a Radon-Nikodym derivative of the probability distribution of an exit measure of $X$ with respect to the probability distribution of another such measure. The goal of the present note is to find an expression for this derivative.
Publié le : 2006-05-15
Classification:  60J50,  31C05,  60J45
@article{1258059479,
     author = {Dynkin, E. B.},
     title = {A note on $X$-harmonic functions},
     journal = {Illinois J. Math.},
     volume = {50},
     number = {1-4},
     year = {2006},
     pages = { 385-394},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1258059479}
}
Dynkin, E. B. A note on $X$-harmonic functions. Illinois J. Math., Tome 50 (2006) no. 1-4, pp.  385-394. http://gdmltest.u-ga.fr/item/1258059479/