On Kelvin transformation

被引:43
作者
Bogdan, K.
Zak, T.
机构
[1] Polish Acad Sci, Inst Math, PL-51617 Wroclaw, Poland
[2] Wroclaw Univ Technol, Inst Math, PL-50370 Wroclaw, Poland
关键词
inversion; Kelvin transform; isotropic stable Levy process; Brownian motion; Doob conditional process; Riesz kernel; Green function; Schrodinger equation; Laplace transform; resolvent;
D O I
10.1007/s10959-006-0003-8
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
We prove that in the Euclidean space of arbitrary dimension the inversion of the isotropic stable Levy process killed at the origin is, after an appropriate change of time, the same stable process conditioned in the sense of Doob by the Riesz kernel. Using this identification we derive and explain transformation rules for the Kelvin transform acting on the Green function and the Poisson kernel of the stable process and on solutions of Schrodinger equation based on the fractional Laplacian. The Brownian motion and the classical Laplacian are included as a special case.
引用
收藏
页码:89 / 120
页数:32
相关论文
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