Killing a Markov process under a stationary measure involves creation (Q1106560): Difference between revisions

Given a Borel right Markov process X and an excessive measure m, one can construct a stationary measure \(Q_ m\) on the space of ``two-sided paths'' (with random birth and death in (-\(\infty,\infty))\), governing a process with the same transition mechanism as X. \(Q_ m\) is called the Kuznetsov measure associated to m and X. If the transitions of X are transformed via a multiplicative functional M (the process is ``killed''), the same technique applied to the new (killed) transition semigroup together with m yields a corresponding Kuznetsov measure \(Q^*.\) The goal of this paper is to construct \(Q^*\) directly from \(Q_ m\) using certain functionals arising from M. The title reflects the fact that both the birth and death mechanisms of the Kuznetsov process governed by \(Q_ m\) are affected by this procedure.