Do minimal solutions of heat equations characterize diffusions?
type: Item
instance of: scholarly article
title: Do minimal solutions of heat equations characterize diffusions?
zbMATH Open document ID: 0659.60108
DOI: 10.1007/BF00964368
author: J. C. Taylor
publication date: 1989-01-01T00:00:00Z
review text: Brownian motion may be characterized as a process which, when composed with minimal parabolic functions, gives martingales. This note explores the extent to which this is true in general. For the diffusion associated with the Kohn Laplacian on the Heisenberg group it is shown to be false.
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60G44
zbMATH DE Number: 4078440
zbMATH Keywords: martingales
zbMATH Keywords: Heisenberg group
zbMATH Keywords: minimal solution
zbMATH Keywords: heat equations
MaRDI profile type: Publication
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published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 4078440