A characterization of Brownian motion in a Lipschitz domain by its killing distributions

DOI10.1007/BF01258748zbMath0723.60099OpenAlexW2080376846MaRDI QIDQ756865

Zoran Vondraček

Publication date: 1991

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01258748

zbMATH Keywords

kernel functionLipschitz domaintime-changeBlumenthal-Getoor-McKean theoremhitting distributions

Mathematics Subject Classification ID

Brownian motion (60J65)

Related Items (2)

A characterization of \(h\)-Brownian motion by its exit distributions ⋮ Some Markov processes with Brownian exit distributions

Cites Work

• Unnamed Item
• Unnamed Item
• Boundary behavior of harmonic functions in non-tangentially accessible domains
• A characterization of harmonic measure and Markov processes whose hitting distributions are preserved by rotations, translations and dilatations
• Additive functionals of the Brownian path
• Markov Processes with Identical Hitting Probabilities
• Markov processes with identical last exit distributions
• Positive Harmonic Functions on Lipschitz Domains
• Markov processes with identical hitting distributions

This page was built for publication: A characterization of Brownian motion in a Lipschitz domain by its killing distributions