Potential theory for a family of several Markov processes (Q579760)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Potential theory for a family of several Markov processes
scientific article

    Statements

    Potential theory for a family of several Markov processes (English)
    0 references
    0 references
    1987
    0 references
    This paper develops some potential theory for multiparameter processes \(X(t)=(X^ 1(t^ 1),...,X^ k(t^ k))\), where the \(X^ i\) are independent Markov processes. Among the results are a section-type theorem and a ``strong Markov'' property, where stopping times are replaced by optional random measures, and the construction of a fine topology for X. Two notions of ``small'' sets are discussed for the cases \(X^ i\) symmetric and \(X^ i\) Lévy. The last section contains applications to the problem of multiple points for Lévy processes, including the proof of a conjecture due to Hendricks and Taylor for symmetric Lévy processes [\textit{W. J. Hendricks}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 49, 13-21 (1979; Zbl 0388.60045)].
    0 references
    potential theory for multiparameter processes
    0 references
    optional random measures
    0 references
    multiple points for Lévy processes
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references