Potential theory of moderate Markov dual processes (Q735080)
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English | Potential theory of moderate Markov dual processes |
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Potential theory of moderate Markov dual processes (English)
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14 October 2009
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The authors study potential theory for excessive measures of a left-continuous moderate Markov process. The interest come from the fact that every (general) Borel right process with a distinguished excessive measure has a left continuous moderate Markov dual process and there is a one-to-one correspondence between excessive functions of the process and excessive measure for the dual process. The main results present Riesz type decomposition of co-excessive measures (excessive functions) into conveniently defined harmonic and potential parts. Results of this type were previously obtained by \textit{P. J. Fitzsimmons} and \textit{B. Maisonneuve} [Probab. Theory Relat. Fields 72, 319--336 (1986; Zbl 0584.60085)] for Borel right Markov process with a base measure; while complete results under a weak duality hypothesis can be found in \textit{R. K. Getoor} and \textit{J. Glover} [Trans. Am. Math. Soc. 285, 107--132 (1984; Zbl 0547.60076)].
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potential theory
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excessive measure
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Kuznetsov measure
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duality
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h-transform
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Riesz decomposition
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réduite
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balayage
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