Random time change and recurrent boundary

François Bronner

Stochastic Processes and their Applications, 1980, vol. 10, issue 2, 161-181

Abstract: The purpose of this paper is to study some properties of random time changes in recurrent potential theory. In particular we show that the Martin recurrent boundary is not invariant under a random time change. We then obtain a characterization of random time change destroying a boundary point. We also give some complement about the recurrent boundary connected with "special additive functionals". We have for example a representation at the boundary of solutions of the Poisson's equation [small n with long right leg](I-U1)=-U1(x,·) by using local time at x.

Keywords: Recurrent; Markov; processes; Martin; boundary; Poisson's; equation; potential; theory; Harris; condition; random; in; change; additives; fonctionnals (search for similar items in EconPapers)
Date: 1980
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