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07 February 2025
 
  » arxiv » 1109.0182

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Harmonic measures of the half-plane and balls for the hyperbolic Brownian motion and Ornstein-Uhlenbeck diffusions
Tomasz Byczkowski ; Jakub Chorowski ; Piotr Graczyk ; Jacek Malecki ;
Date 1 Sep 2011
AbstractThe purpose of the paper is to provide integral representations of the Poisson kernel for a half-space and balls for hyperbolic Brownian motion and for the classical Ornstein-Uhlenbeck process. The method of proof is based on Girsanov’s theorem and yields more complete results as those based on Feynmann-Kac technique.
Source arXiv, 1109.0182
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