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Harmonic functions and hitting distributions for markov processes.

Author: G B Crawford; BOEING SCIENTIFIC RESEARCH LABS SEATTLE WASH.
Publisher: Ft. Belvoir Defense Technical Information Center SEP 1964.
Edition/Format:   Print book : English
Database:WorldCat
Summary:
It is shown that for a Markov process satisfying Hunt's condition A the class of harmonic functions completely determines the family of hitting distributions. Also, the author shows that for certain processes in two dimensions these hitting distributions are completely determined by two suitably chosen independent harmonic functions. This result parallels and extends the well known one dimensional result that  Read more...
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Document Type: Book
All Authors / Contributors: G B Crawford; BOEING SCIENTIFIC RESEARCH LABS SEATTLE WASH.
OCLC Number: 227361825
Notes: Also available from the author.
Description: 12 pages

Abstract:

It is shown that for a Markov process satisfying Hunt's condition A the class of harmonic functions completely determines the family of hitting distributions. Also, the author shows that for certain processes in two dimensions these hitting distributions are completely determined by two suitably chosen independent harmonic functions. This result parallels and extends the well known one dimensional result that hitting distributions are completely determined by one harmonic function. (Author).

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Primary Entity

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