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Harmonic Functions on Denjoy Domains

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Seminar on Stochastic Processes, 1991

Part of the book series: Progress in Probability ((PRPR,volume 29))

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Abstract

Let D be a non-empty open subset of R d and let X(t) be a Brownian motion on R d. Set \( {T_D} = \inf \left\{ {t > 0:X(t) \notin D} \right\} \) and let P x (·) be the law of X(t) when X(0)=x.

Research supported in part by NSF giant DMS 86-01800

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References

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Author information

Authors and Affiliations

  1. Department of Mathematics, University of California, Los Angeles, CA, 90024-1555, USA

    T. S. Mountford & S. C. Port

Authors
  1. T. S. Mountford
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  2. S. C. Port
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Editor information

Editors and Affiliations

  1. Dept. of Civil Engineering and Operations Research, Princeton University, Princeton, NJ, 08544, USA

    E. Çinlar

  2. Dept. of Mathematics, Stanford University, Stanford, CA, 94305, USA

    K. L. Chung

  3. Dept. of Mathematics, University of California-San Diego, La Jolla, CA, 92093, USA

    M. J. Sharpe  & P. J. Fitzsimmons  & 

  4. Dept. of Mathematics, University of California, Los Angeles, CA, 90024, USA

    S. Port  & T. Liggett  & 

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© 1992 Springer Science+Business Media New York

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Mountford, T.S., Port, S.C. (1992). Harmonic Functions on Denjoy Domains. In: Çinlar, E., Chung, K.L., Sharpe, M.J., Fitzsimmons, P.J., Port, S., Liggett, T. (eds) Seminar on Stochastic Processes, 1991. Progress in Probability, vol 29. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-0381-0_11

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  • DOI: https://doi.org/10.1007/978-1-4612-0381-0_11

  • Publisher Name: Birkhäuser, Boston, MA

  • Print ISBN: 978-1-4612-6735-5

  • Online ISBN: 978-1-4612-0381-0

  • eBook Packages: Springer Book Archive

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