Harmonic functions along Brownian balls and the Liouville property for solvable Lie groups (Q1318075)
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scientific article; zbMATH DE number 537269
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Harmonic functions along Brownian balls and the Liouville property for solvable Lie groups |
scientific article; zbMATH DE number 537269 |
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Harmonic functions along Brownian balls and the Liouville property for solvable Lie groups (English)
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26 April 1994
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Let \(G\) be a connected Lie group, \(g\) be its Lie algebra, \(E_ i\) be an orthonormal basis of \(g\), \((W_ t)\) be the standard Brownian motion on \(R^{\dim G}\). \((X_ t)\) is called canonical diffusion on \(G\) if \(dX_ t = \sum_ i E_ i (X_ t) \circ dW^ i_ t\). Recall that the Liouville property states that every bounded harmonic function is constant. Theorem 2. The canonical diffusion on a connected solvable Lie group \(G\) is Liouville.
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diffusion processes
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Lie group
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Liouville property
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harmonic function
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solvable Lie group
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