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scientific article; zbMATH DE number 1336717
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scientific article; zbMATH DE number 1336717 |
Statements
14 September 1999
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Markov field
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additive functional
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local time
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measurable space
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potential
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0.8602074384689331
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The author introduces the notion of Markov field on the plane which is modified in the following way. Let \((E,{\mathcal E})\) be a measurable space, \(\Delta \in E\), \(E_\Delta =E \cup \{ \Delta\}\). Let \({\mathcal E}_\Delta\) be a \(\sigma\)-field on \(E_\Delta\) generated by \(\mathcal E\) and \(\{ \Delta\}.\) Let \(P^x\) be a family of probability measures on a probability space \((\Omega,\mathcal F)\), where \(x \in E_\Delta\) and the \(\sigma\)-fields \(\{ {\mathcal F}_t\), \(t \in \mathbb{R}^2 \}\) satisfy the usual conditions. Let \(\theta_t: \Omega \to \Omega\) be a family of maps, \(t \in \mathbb{R}_+^2\), \(\theta_t = \theta_{t_1}^1 \ast \theta_{t_2}^2.\) Let \(x_t: \Omega \to E_\Delta\) be \({\mathcal F}_t\)-measurable random fields. Let the following conditions are satisfied: \(A_1\)) For any \(t \in \mathbb{R}_+^2\), \(B \in \mathcal E\), the function \(P^x\{ x_t \in B\}: E\to [0,1]\) is \(\mathcal E\)-measurable; \(A_2\))\(P^\Delta \{ x_0=\Delta\} =1\); \(A_3\)) For any \(s,t \in \mathbb{R}_+^2\), \(x_t \circ \theta_{s_1}^1 = x_{t_1+s_1,t_2}\), \(x_t \circ \theta_{s_2}^2 = x_{t_1,t_2+s_2}\); \(A_4\)) For any \(x \in E_\Delta\), \(B \in {\mathcal E}_\Delta\), \(s,t \in R_+^2\), \(P^x\{ x_{t+s} \in B/{\mathcal F}_t\}= P^{x_t}\{ x_s \in B\}.\) Then the collection \((\Omega,{\mathcal F},{\mathcal F}_t,x_t,\theta_t,P^x)\) is a Markov field. The author considers a special semigroup of operators connected with this Markov field. Potentials, continuous additive functionals (CAF) connected with this Markov field are introduced. The necessary and sufficient conditions of existence of local time of this Markov field, i.e. of special CAF are established. For the entire collection see [Zbl 0896.00028].
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