Green measures for Markov processes

DOI10.31392/MFAT-NPU26_3.2020.05MaRDI QIDQ4991335zbMATH OpenOpenAlexFDO

Authors José L. Silva, Yuri Kondratiev

Publication date 2 June 2021

Published in Methods of Functional Analysis and Topology (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2006.07514

zbMATH Keywords

Brownian motioncompound Poisson processGreen measureMarkov process

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Brownian motion (60J65)

Abstract: In this paper we study Green measures of certain classes of Markov processes. In particular Brownian motion and processes with jump generators with different tails. The Green measures are represented as a sum of a singular and a regular part given in terms of the jump generator. The main technical question is to find a bound for the regular part.

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