Do minimal solutions of heat equations characterize diffusions?

DOI10.1007/BF00964368zbMath0659.60108MaRDI QIDQ1112464

J. C. Taylor

Publication date: 1989

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

Heisenberg groupmartingalesminimal solutionheat equations

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Diffusion processes (60J60)

Related Items

On uniqueness and nonuniqueness of the positive Cauchy problem for parabolic equations with unbounded coefficients

Cites Work

• Fine convergence and parabolic convergence for the Helmholtz equation and the heat equation
• Least action principle, heat propagation and subelliptic estimates on certain nilpotent groups
• Harmonic spaces and their potential theory
• Principe du maximum, inégalité de Harnack et unicité du problème de Cauchy pour les opérateurs elliptiques dégénérées
• Minimal Solutions of the Heat Equation and Uniqueness of the Positive Cauchy Problem on Homogeneous Spaces
• Minimal Functions, Martingales, and Brownian Motion on a Noncompact Symmetric Space
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