Exit law and basic semigroups
Let \({\mathfrak P}=(P_ t)_{t>0}\) be a semigroup of kernels on \(X\) and \(m\) be its excessive reference measure. \({\mathfrak P}\) is called \(m\)-basic if \(P_ t(x,\cdot)\) is absolutely continuous relative to \(m\). A positive measurable function \(f\) on \((0,\infty)\times X\) is called an exit law of \({\mathfrak P}\) if \(P_ sf_ t=f_{s+t}\) for all \(s,t>0\). If \(u=\int^ \infty_ 0f_ tdt\) for an exit law \(f_ t\), \(u\) is called representable by \(f_ t\). It is proved that any purely excessive function is representable by a unique exit law of \({\mathfrak P}\). As a consequence of this result, an identification of the class of purely excessive functions and the class of space-time invariant functions is given.
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- On Subordination of Convolution Semigroups
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- On the integral representation of excessive functions under Bochner subordination
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