Abstract
Let (Y t, Qx) be a strong Markov process in a bounded Lipschitz domainD with continuous paths up to its lifetime ζ, and let (X t, Px) be a Brownian motion inD. IfY ζ− exists in ∂D andQ x(Yζ− ∈C)=Px(Xζ− ∈C) for all Borel subsetsC of ∂D and allx, thenY is a time change ofX.
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