Hitting half-spaces or spheres by Ornstein–Uhlenbeck type diffusions

DOI10.4064/cm129-2-1zbMath1279.60098arXiv1109.0182OpenAlexW2962799462MaRDI QIDQ4905256

Tomasz Byczkowski, Jakub Chorowski, Jacek Małecki, Piotr Graczyk

Publication date: 15 February 2013

Published in: Colloquium Mathematicum (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1109.0182

zbMATH Keywords

hyperbolic spacesharmonic measurePoisson kernelGirsanov theoremOrnstein-Uhlenbeck diffusion

Mathematics Subject Classification ID

Gaussian processes (60G15) Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic potential theory (60J45)

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