Markov processes with equal capacities
Let \(X=(X_t,P^x)\) and \(Y=(Y_t,Q^x)\) be standard Markov processes on \(E\). Denote by \(P_B\) and \(Q_B\) the hitting probabilities of \(B\) relative to \(X\) and \(Y\), respectively. It is well known as Blumenthal, Getoor and McKean's theorem that \(P_B(x,\cdot)=Q_B(x,\cdot)\) for all \(x \in E\) and all compact sets \(B\) implies that \(X\) and \(Y\) are related by a time change. In the transient case, the same conclusion holds under the assumption \(P_B1(x)=Q_B1(x)\). The purpose of this paper is to get a similar result under the condition of the equality of capacities. More precisely, let \((X, \widehat{X},m)\) and \((Y,\widehat{Y},\mu)\) be two dual pairs of transient standard Markov processes on \(E\). Assume that their capacities Cap\(^X\) and Cap\(^Y\) coincide, any singletons are polar and any semipolar sets are of zero capacity. Then the main result says that there exist an exceptional set \(N\) and a positive continuous additive functional \(D\) of \((X,\widehat{X},m)\) such that \(U_Df(x)+\widehat{U}_Df(x)=Vf(x)+\widehat{V}f(x)\), \(\forall x \in E-N\), where \((U_D, \widehat{U}_D)\) are the potential kernels of the time changed processes of \((X,Y)\) by \(D\) and \((V,\widehat{V})\) are the potential kernels of \((Y,\widehat{Y},\mu)\). In particular, if \(X\) and \(Y\) are symmetric, this implies that \(X| _{E-N}\) and \(Y| _{E-N}\) are related by time change. For the proof, the author uses the generalized differentiation formula of capacities.
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