A characterization of \(h\)-Brownian motion by its exit distributions

DOI10.1007/BF01205235zbMath0741.60084OpenAlexW2016103568MaRDI QIDQ1184044

Zoran Vondraček

Publication date: 28 June 1992

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

Full work available at URL: https://doi.org/10.1007/bf01205235

zbMATH Keywords

boundarytime changesurface measurestrong Markov processkilling distributions

Mathematics Subject Classification ID

Brownian motion (60J65)

Related Items (1)

A characterization of Markov chains on infinite graphs by limiting distributions

Cites Work

• A characterization of Brownian motion in a Lipschitz domain by its killing distributions
• Markov processes with identical hitting probabilities
• A characterization of harmonic measure and Markov processes whose hitting distributions are preserved by rotations, translations and dilatations
• Markov Processes with Identical Hitting Probabilities
• Markov processes with identical last exit distributions
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