I've just finished a course of stochastic process (discret martingale and markov chain).
I would like to go further, I heard it exists a link between martingale markov process and harmonic functions.
Do you have any reference to go deeper in this way ?
Thank you !
EDIT : Maybe you can give me some name of theory in which this kind of problem is studied, it would help me to find some books :). Thank you again.