Perturbation de processus de markov par des mesures positives (Q3977280)

Let \(X:=(\Omega,{\mathcal M},{\mathcal M}_ t,X_ t,\theta_ t,P^ x)\) be a Hunt process on an LCD state space \((E,{\mathcal E})\) which is in duality with a second Hunt process \(\hat X:=(\hat \Omega,\hat {\mathcal M},\hat{\mathcal M}_ t,\hat X_ t,\hat \theta_ t,\hat P^ x)\) w.r.t. a reference measure \(\xi\). \({\mathcal O}\) is chosen to be an open subset of \(E\) and the author considers (instead of \(X\) and \(\hat X\)) their local processes \(X^{\mathcal O}\) and \(\hat X^{\mathcal O}\) on \({\mathcal O}\). Let \(\mu\) be a Radon measure on \({\mathcal O}\) and let \(A=(A_ t)\) be the additive functional associated with \(\mu\). The ''perturbed resolvent'' \((V_ \lambda)_{\lambda>0}\) of \(X^{\mathcal O}\) w.r.t. \(\mu\) is defined as: \[ V_ \lambda f(x)=E^ x(\int^ T_ 0\exp(-\lambda t-A_ t)f(X_ t)dt), \] where \(T\) is the debut of \(E-{\mathcal O}\). A function \(f\) defined on \({\mathcal O}\) is said to be \(\alpha\)-\(X^{\mathcal O}\)-harmonic \((\alpha>0)\) provided that \[ R^{{\mathcal O}-K}h(x)=h(x), \quad\forall x\in{\mathcal O},\quad \forall K\subset{\mathcal O} \hbox{compact}. \] The main result of the paper (Theorem 20) is the following Riesz decomposition theorem for \(\alpha\)-coexcessive functions (i.e. excessive w.r.t. \(\hat X^{\mathcal O})\): Let \(f\) be an \(\alpha\)-coexcessive function belonging to \(L^ 1_{\text{loc}}(\xi)\), then \(f\) can uniquely be decomposed as \(f=V_ \ell+g\), where \(V_ \ell\in L^ 1_{\text{loc}}(\xi)\) and g is \((\mu,X^{\mathcal O})\)-harmonic in \({\mathcal O}\) (i.e. \(\exp(-A_ t)g(X_ t)\) is a continuous martingale on \([0,T[)\). -- The rest of the paper is devoted to the study of a ''comparison theorem'' between the initial and the perturbed potential kernels.