Quadratic Variation of Potentials and Harmonic Functions
Quadratic Variation of Potentials and Harmonic Functions
We prove the existence of a finite quadratic variation for stochastic processes $u(Y)$, where Y is Brownian motion on a Green domain of ${R^n}$, stopped upon reaching the Martin boundary, and u is a positive superharmonic function on the domain. As by-products we have results which are also of interest …