A characterization of brownian motion in a lipschitz domain by its killing distributions |
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Authors: | Zoran Vondraček |
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Affiliation: | (1) Department of Mathematics, University of Zagreb, Zagreb, Yugoslavia |
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Abstract: | Let (Yt, Qx) be a strong Markov process in a bounded Lipschitz domainD with continuous paths up to its lifetime , and let (Xt, Px) be a Brownian motion inD. IfY – exists in D andQx(Y – C)=Px(X – C) for all Borel subsetsC of D and allx, thenY is a time change ofX. |
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Keywords: | Brownian motion time-change Lipschitz domain kernel function |
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