Potential theory related to some multiparameter processes (Q1891643): Difference between revisions
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Latest revision as of 14:54, 23 May 2024
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English | Potential theory related to some multiparameter processes |
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Potential theory related to some multiparameter processes (English)
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19 June 1996
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In the first part a potential theory is constructed from a continuous kernel on a locally compact metrizable space. This includes a study of capacity, quasi-continuity, equilibrium measures and potentials. In the second part the author presents the example of a kernel \(U\) on \(\mathbb{R}^d\), \(d\geq 1\), which is defined using \(n\) convolution semigroups \((\pi^j_t)_{t \geq 0}\), \(1 \leq j \leq n\), of symmetric probability measures on \(\mathbb{R}^d\) \[ Uf = f* v_1* \cdots* v_n \quad \text{where} \quad v_j = (1/ \sqrt \pi) \int^\infty_0 t^{-1/2} e^{-t} \pi^j_t dt. \] In the third and main part the probabilistic counterpart is discussed in detail. It is a multiparameter process \((Z_t^x)_{t \in \mathbb{R}^n_+}\) where \(Z^x_{(t_1, \dots, t_n)} = x + X^1_{t_1} + \cdots + X^n_{t_n}\) and \(X^1, \dots, X^n\) are \(n\) independent processes given by \((\pi^1_t)_{t \geq 0}, \dots, (\pi^n_t)_{t \geq 0}\), respectively.
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capacity
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quasi-continuity
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equilibrium measures
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multiparameter process
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