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Hitting hyperbolic half-space

Wybrane pełne teksty z tego czasopisma
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Języki publikacji
EN
Abstrakty
EN
Let (…) be the n-dimensional hyperbolic Brownian motion with drift, that is a diffusion on the real hyperbolic space (…) having the Laplace-Beltrami operator with drift as its generator. We prove the reflection principle for (…) which enables us to study the process (…) killed when exiting the hyperbolic half space, that is the set (…). We provide formulae, uniform estimates and describe asymptotic behavior of the Green function and the Poisson kernel of D for the process (…). Finally, we derive formula for the (…) Poisson kernel of the set D.
Wydawca
Rocznik
Strony
337--360
Opis fizyczny
Bibliogr. 21 poz.
Twórcy
autor
autor
  • Institute Of Mathematics And Computer Science Wroclaw University Of Technology Ul. Wybrzeze Wyspianskiego 27 50 370 Wroclaw, Poland, jacek.malecki@pwr.wroc.pl
Bibliografia
  • [1] P.Baldi, E.Casadio Tarabusi, A.Figá Talamanca, Stable laws arising from hitting distributions of processes on homogeneous trees and the hyperbolic half-plane Pacic J.Math.197 (2001),257 –273.
  • [2] P.Baldi, E.Casadio Tarabusi, A.Figá Talamanca, M.Yor, Non-symmetric hitting distributions on the hyperbolic half-plane and subordinated perpetuities Rev.Mat. Iberoam.17 (2001),587 –605.
  • [3] A.N.Borodin, P.Salminen, Handbook of Brownian Motion – Facts and Formulae Birkhauser Verlag,Basel,2nd ed.,2002.
  • [4] T.Byczkowski, P.Graczyk, A.Stos, Poisson kernels of half-spaces in real hyperbolic spaces Rev.Mat.Iberoamericana 23(1)(2007),85 –126.
  • [5] T.Byczkowski, J.Małecki, Poisson kernel and Green function of the ball in real hyperbolic spaces Potential Anal.27(1)(2007),1 –26.
  • [6] T.Byczkowski, J.Małecki, M.Ryznar, Hitting times of Bessel processes arXiv:1009. 3513,preprint 2011.
  • [7] T.Byczkowski, M.Ryznar, Hitting distibution of geometric Brownian motion Studia Math.173 (2006),19 –38.
  • [8] M.Cranston, E.Fabes, Z.Zhao, Potential theory for the Schrodinger equation Bull. Amer.Math.Soc.(N.S.)15 (1986),213 –216.
  • [9] D.Dufresne, The distribution of a perpetuity, with application to risk theory and pension funding Scand.Actuar.J.1990,39 –79.
  • [10] Erdelyi et al., Higher Transcendental Functions vol.I, McGraw Hill, New York, 1953 –1955.
  • [11] G.B.Folland, Fourier Analysis and its Applications Wadsworth and Brooks, Pacic Grove (California),1992.
  • [12] I.S.Gradstein, I.M.Ryzhik, Table of Integrals, Series and Products 7th ed., Academic Press, London 2007.
  • [13] J.C.Gruet, Semi-groupe du mouvement Brownien hyperbolique Stochastics Stochastics Rep.56 (1996),53 –61.
  • [14] Y.Guivarc’h, L.Ji, J.C.Taylor, Compactifications of Symmetric Spaces (Progress in Mathematics)Birkhauser Boston,Inc.,Boston,MA,1998.
  • [15] H.Matsumoto, Closed formulae for the heat kernels and the Green functions for the Laplacians on the symmetric spaces of rank one Bull.Sci.Math.125 (2001),553 –558.
  • [16] H.Matsumoto, M.Yor, Exponential functionals of Brownian motion, I: Probability laws at fixed time Probability Surveys 2 (2005),312 –347.
  • [17] H.Matsumoto, M.Yor, Exponential functionals of Brownian motion, II: Some related diffusion processes Probability Surveys 2 (2005),348 –384.
  • [18] D.Revuz, M.Yor, Continuous Martingales and Brownian Motion Springer, New York,1999,
  • [19] M.Yor, Loi de l’Indice du Lacet Brownien, et distribution de Hartman-Watson Z.Wahrscheinl.und Verwante Gebiete 53 (1980),71 –95.
  • [20] M.Yor, Some Aspects of Brownian Motion, Part I: Some Special Functional Birkhaäuser, Basel, Boston, London, 1992.
  • [21] T.Żak, Poisson kernel and Green function of balls for complex hyperbolic Brownianmotion Studia Math.183 (2007),161 –193.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-article-PWA4-0034-0031
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