Potential theory for a family of several Markov processes (Q579760): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Import240304020342 (talk | contribs)
Set profile property.
 
(4 intermediate revisions by 3 users not shown)
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)].
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
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60J45 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60J25 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60J99 / rank
 
Normal rank
Property / zbMATH DE Number
 
Property / zbMATH DE Number: 4015866 / rank
 
Normal rank
Property / zbMATH Keywords
 
potential theory for multiparameter processes
Property / zbMATH Keywords: potential theory for multiparameter processes / rank
 
Normal rank
Property / zbMATH Keywords
 
optional random measures
Property / zbMATH Keywords: optional random measures / rank
 
Normal rank
Property / zbMATH Keywords
 
multiple points for Lévy processes
Property / zbMATH Keywords: multiple points for Lévy processes / rank
 
Normal rank
Property / reviewed by
 
Property / reviewed by: Joanna B. Mitro / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 00:40, 5 March 2024

scientific article
Language Label Description Also known as
English
Potential theory for a family of several Markov processes
scientific article

    Statements

    Potential theory for a family of several Markov processes (English)
    0 references
    0 references
    1987
    0 references
    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)].
    0 references
    potential theory for multiparameter processes
    0 references
    optional random measures
    0 references
    multiple points for Lévy processes
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references