Time changes of symmetric diffusions and Feller measures

Details Time changes of symmetric diffusions and Feller measures Time changes of symmetric diffusions and Feller measures

2005-03-25

arxiv.org/abs/math/0503588v1

Annals of Probability 2004, Vol. 32, No. 4, 3138-3166

Mathematics

Probability

Published at http://dx.doi.org/10.1214/009117904000000649 in the Annals of Probability (http://www.imstat.org/aop/) by the Ins

Scientific paper

10.1214/009117904000000649

We extend the classical Douglas integral, which expresses the Dirichlet
integral of a harmonic function on the unit disk in terms of its value on
boundary, to the case of conservative symmetric diffusion in terms of Feller
measure, by using the approach of time change of Markov processes.

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