Space and time inversions of stochastic processes and Kelvin transform
classification
🧮 math.PR
keywords
processesinversionpropertyspacebesselexcessivefunctionsinversions
read the original abstract
Let $X$ be a standard Markov process. We prove that a space inversion property of $X$ implies the existence of a Kelvin transform of $X$-harmonic, excessive and operator-harmonic functions and that the inversion property is inherited by Doob $h$-transforms. We determine new classes of processes having space inversion properties amongst transient processes {satisfying the} time inversion property. {For these processes, some explicit inversions, which are often not the spherical ones, and excessive functions are given explicitly.} We treat in details the examples of free scaled power Bessel processes, non-colliding Bessel particles, Wishart processes, Gaussian Ensemble and Dyson Brownian Motion.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.