Harmonic measures of the half-plane and balls for the hyperbolic Brownian motion and Ornstein-Uhlenbeck diffusions - Archive ouverte HAL Access content directly
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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.
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Dates and versions

hal-00618026 , version 1 (31-08-2011)

Identifiers

  • HAL Id : hal-00618026 , version 1

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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⟩
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