One-point reflection

Zhen Qing Chen*, Masatoshi Fukushima

*此作品的通讯作者

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16 引用 (Scopus)

摘要

We examine symmetric extensions of symmetric Markov processes with one boundary point. Relationship among various normalizations of local times, entrance laws and excursion laws is studied. Dirichlet form characterization of elastic one-point reflection of symmetric Markov processes is derived. We give a direct construction of Walsh's Brownian motion as a one-point reflection together with its Dirichlet form characterization. This yields directly the analytic characterization of harmonic and subharmonic functions for Walsh's Brownian motion, recently obtained by Fitzsimmons and Kuter (2014) using a different method. We further study as a one-point reflection two-dimensional Brownian motion with darning (BMD).

源语言英语
页(从-至)1368-1393
页数26
期刊Stochastic Processes and their Applications
125
4
DOI
出版状态已出版 - 4月 2015
已对外发布

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