Time changes of symmetric diffusions and Feller measures

Abstract

We extend the classical Douglas integral, which expresses the Dirichlet integral of a harmonic function on the unit disk in terms of its value on boundary, to the case of conservative symmetric diffusion in terms of Feller measure, by using the approach of time change of Markov processes.

Published at http://dx.doi.org/10.1214/009117904000000649 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)

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