Harmonic coordinates for diffusions in the plane

被引：2
|
作者：
Kersting, G
机构：
[1] Fachbereich Mathematik, J. W. Goethe-Universität, D-60054 Frankfurt
来源：
ANNALS OF PROBABILITY | 1996年 / 24卷 / 03期
关键词：
diffusion processes; dynamical systems; harmonic mappings; harmonic coordinates; coupling methods; Poisson equation in unbounded domains; a priori estimates;
D O I：
10.1214/aop/1065725180
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
For a class of diffusions X in the plane we construct a global system of coordinates u(x), such that u(x) is close to x at infinity and u(X) is a local martingale. Such coordinates are useful for the study of the long term behaviour of X. The construction uses probabilistic methods, in particular a coupling for general diffusions in the plane.
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页码：1239 / 1268
页数：30
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