The cone of positive harmonic functions for scale-invariant diffusions
R. Dante DeBlassie · Stochastics and stochastics reports · 2003
Consider a scale invariant diffusion whose state space is a closed cone in R d , minus the vertex. Then the process is either recurrent, transient to ∞ or transient to the vertex of the cone. In the latter case, the diffusion has finite lifetime (a.s.) and converges to the vertex at the lifetime. The Martin boundary consists of two points, and the corresponding minimal harmonic functions are of the form 1 and |x| α ψ(x/|x|).