Potential theory for a family of several Markov processes (Q579760): Difference between revisions
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This paper develops some potential theory for multiparameter processes \(X(t)=(X^ 1(t^ 1),...,X^ k(t^ k))\), where the \(X^ i\) are independent Markov processes. Among the results are a section-type theorem and a ``strong Markov'' property, where stopping times are replaced by optional random measures, and the construction of a fine topology for X. Two notions of ``small'' sets are discussed for the cases \(X^ i\) symmetric and \(X^ i\) Lévy. The last section contains applications to the problem of multiple points for Lévy processes, including the proof of a conjecture due to Hendricks and Taylor for symmetric Lévy processes [\textit{W. J. Hendricks}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 49, 13-21 (1979; Zbl 0388.60045)]. | |||
Property / review text: This paper develops some potential theory for multiparameter processes \(X(t)=(X^ 1(t^ 1),...,X^ k(t^ k))\), where the \(X^ i\) are independent Markov processes. Among the results are a section-type theorem and a ``strong Markov'' property, where stopping times are replaced by optional random measures, and the construction of a fine topology for X. Two notions of ``small'' sets are discussed for the cases \(X^ i\) symmetric and \(X^ i\) Lévy. The last section contains applications to the problem of multiple points for Lévy processes, including the proof of a conjecture due to Hendricks and Taylor for symmetric Lévy processes [\textit{W. J. Hendricks}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 49, 13-21 (1979; Zbl 0388.60045)]. / rank | |||
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Property / Mathematics Subject Classification ID: 60J45 / rank | |||
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Property / Mathematics Subject Classification ID: 60J25 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60J99 / rank | |||
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Property / zbMATH DE Number: 4015866 / rank | |||
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potential theory for multiparameter processes | |||
Property / zbMATH Keywords: potential theory for multiparameter processes / rank | |||
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optional random measures | |||
Property / zbMATH Keywords: optional random measures / rank | |||
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multiple points for Lévy processes | |||
Property / zbMATH Keywords: multiple points for Lévy processes / rank | |||
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Property / reviewed by: Joanna B. Mitro / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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links / mardi / name | links / mardi / name | ||
Latest revision as of 00:40, 5 March 2024
scientific article
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English | Potential theory for a family of several Markov processes |
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Potential theory for a family of several Markov processes (English)
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1987
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This paper develops some potential theory for multiparameter processes \(X(t)=(X^ 1(t^ 1),...,X^ k(t^ k))\), where the \(X^ i\) are independent Markov processes. Among the results are a section-type theorem and a ``strong Markov'' property, where stopping times are replaced by optional random measures, and the construction of a fine topology for X. Two notions of ``small'' sets are discussed for the cases \(X^ i\) symmetric and \(X^ i\) Lévy. The last section contains applications to the problem of multiple points for Lévy processes, including the proof of a conjecture due to Hendricks and Taylor for symmetric Lévy processes [\textit{W. J. Hendricks}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 49, 13-21 (1979; Zbl 0388.60045)].
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potential theory for multiparameter processes
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optional random measures
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multiple points for Lévy processes
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