Balayage de fonctions excessives
Bernstein Theorems for Harmonic Morphisms from R3 and S3.
Bivariate Revuz measures and the Feynman-Kac formula
Boundary potential theory for stable Lévy processes
We investigate properties of harmonic functions of the symmetric stable Lévy process on without the assumption that the process is rotation invariant. Our main goal is to prove the boundary Harnack principle for Lipschitz domains. To this end we improve the estimates for the Poisson kernel obtained in a previous work. We also investigate properties of harmonic functions of Feynman-Kac semigroups based on the stable process. In particular, we prove the continuity and the Harnack inequality for...
Brownian motion and generalized analytic and inner functions
Let be a mapping from an open set in into , with . To say that preserves Brownian motion, up to a random change of clock, means that is harmonic and that its tangent linear mapping in proportional to a co-isometry. In the case , , such conditions signify that corresponds to an analytic function of one complex variable. We study, essentially that case , , in which we prove in particular that such a mapping cannot be “inner” if it is not trivial. A similar result for , would solve...
Brownian motion and parabolic Anderson model in a renormalized Poisson potential
A method known as renormalization is proposed for constructing some more physically realistic random potentials in a Poisson cloud. The Brownian motion in the renormalized random potential and related parabolic Anderson models are modeled. With the renormalization, for example, the models consistent to Newton’s law of universal attraction can be rigorously constructed.
Brownian motion on fractals and function spaces.