On the representation by exit laws (Q1321010)

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On the representation by exit laws
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    On the representation by exit laws (English)
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    20 June 1994
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    Let \(\mathbb{P}=(P_ t)_{t>0}\) be a measurable sub-Markov semigroup of kernels such that \(V:=\int^ \infty_ 0P_ t dt\) is proper and \(m\)- basic (with respect to a reference measure \(m)\). An \(m\)-a.e. finite excessive function \(u\) is represented by an \(m\)-exit law \((f_ t)_{t>0}\) for \(\mathbb{P}\), if and only if \(P_ tu=Vf_ t\), for all \(t>0\). In this work we characterize such a representation, in particular in terms of the dual semigroup \(\hat\mathbb{P}\) for \(\mathbb{P}\) with respect to \(m\). In this case we give the most important properties of this representation.
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    exit law
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    measurable sub-Markov semigroup
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    finite excessive function
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    representation
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