Potential theory and right processes
Research exposition (monographs, survey articles) pertaining to potential theory (31-02) Dirichlet forms (31C25) Fine potential theory; fine properties of sets and functions (31C40) Axiomatic potential theory (31D05) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Transition functions, generators and resolvents (60J35) Right processes (60J40) Probabilistic potential theory (60J45)
There are many references related to the potential theory of Markov processes. In the book under review, starting from a given sub-Markovian resolvent kernel \(\{U_\alpha\}\) on a Radon measurable space \(E\), analytic counterparts of the related topics are considered under the general framework. This book contains various topics on the general theory related to the analytic treatments of sub-Markovian resolvents, it will be a good reference for the specialists of the field. However, since the examples contained in this book are limited, it seems not easy to get a concrete image for the beginners of this field. The contents of this book consists of seven chapters and an appendix. In each chapter, after the analytic arguments of the topics of the chapter, related probabilistic results are stated. In Chapter 1, basic notions of potential theory related to sub-Markovian resolvent kernel and its initial kernel \(U_0\) are introduced. Supermedian functions, excessive functions and related notions such as fine topology, polar, semipolar and basic sets are explained. For a pair \((s,\xi)\) of an excessive function \(s\) and an excessive measure \(\xi\), its energy functional \(L(\xi,s)\) is also defined. The Ray compactification \(Y\) of \(E\) and the properties of the associated Ray resolvent are given. As probabilistic interpretations of Chapter 1, some conditions for the existence of right processes associated with a proper sub-Markovian resolvent are stated. In Chapter 2, general properties of cones of potentials and \({\mathcal H}\)-cones are stated for the use of the later chapters. The regularity of excessive functions, strongly supermedian functions \(s\) as well as the corresponding kernels \(W\) are defined and their relations such as \(s=W1\) are given in Chapter 3 and Chapter 4. As probabilistic counterparts of these chapters, correspondence of continuous additive functionals or homogeneous random measures with strongly supermedian kernels are explained. Also the relation between the tightness of the capacity and the standardness of the process are stated. Chapter 5 is devoted to the explanation of subordinated resolvents. The notion of weak, exact and strong subordination operators are introduced and their relations with subordinated resolvents are given. Furthermore, the relations of the subordinate operators and probabilistic transformations by multiplicative functionals are shown. In Chapter 6, analytic treatments of the Revuz correspondence between measures and strongly supermedian kernels are given. After defining the smoothness of the regular strongly supermedian kernels and the associated measures, their equivalence is shown. The explicit forms of the resolvents associated with the generators determined by the perturbations of some generators by measures are given. As probabilistic interpretations of this chapter, (left) positive additive functionals and thir associated Revuz measure are explained. In Chapter 7, under the hypothesis of the existence of a weakly dual sub-Markovian resolvent \({\mathcal U}^*=\{U_\alpha^*\}\) with respect to a given measure, the results of the preceding chapters are refined and the mutual relations of the notions of the original and the dual resolvents are given. Under the sectorial condition of the given resolvent relative to a measure, the associated semi-Dirichlet form is defined. Some results related to Dirichlet forms are studied under the framework of this book. In particular, the notion of quasi-regularity of semi-Dirichlet forms is defined and its consequence from the existence of a right process is shown as a probabilistic interpretation.
- scientific article; zbMATH DE number 4013689
- Sub-Markovian resolvents under weak duality hypothesis
- Potential theory. An analytic and probabilistic approach to balayage
- Smooth measures and regular strongly supermedian kernels generating sub-Markovian resolvents
- Classical potential theory and its probabilistic counterpart.
- The uniqueness problem for subordinate resolvents with potential theoretical methods
- Feynman-Kac formula for left continuous additive functionals and extended Kato class measures
- Markov processes associated to resistance forms
- Irreducible recurrence, ergodicity, and extremality of invariant measures for resolvents
- Markov processes on the Lipschitz boundary for the Neumann and Robin problems
- Intrinsic Hölder continuity of harmonic functions
- Branching processes for the fragmentation equation
- Two theorems on Hunt's hypothesis (H) for Markov processes
- Continuous flows driving branching processes and their nonlinear evolution equations
- Stochastic solutions to evolution equations of non-local branching processes
- \(h\)-transform of Doob and nonlocal branching processes
- A new approach to the existence of invariant measures for Markovian semigroups
- On the existence of the dual right Markov process and applications
- Obstacle problem for semilinear parabolic equations with measure data
- Potential-theoretical methods in the construction of measure-valued Markov branching processes
- Subordination in the sense of Bochner of L^p-semigroups and associated Markov processes
- Bounded and \(L^p\)-weak solutions for nonlinear equations of measure-valued branching processes
- Markov processes associated with L^p-resolvents, applications to quasi-regular Dirichlet forms and stochastic differential equations
- Hitting distributions domination and subordinate resolvents; an analytic approach
- Right Markov processes and systems of semilinear equations with measure data
- Measure-valued discrete branching Markov processes
- scientific article; zbMATH DE number 4013689 (Why is no real title available?)
- scientific article; zbMATH DE number 3877521 (Why is no real title available?)
- Quasi-regular Dirichlet forms and the obstacle problem for elliptic equations with measure data
- On subordination of resolvents and application to right processes
- scientific article; zbMATH DE number 4138139 (Why is no real title available?)
- H-cones of excessive measures on a locally compact semigroup
- Applications of compact superharmonic functions: path regularity and tightness of capacities
- scientific article; zbMATH DE number 4105997 (Why is no real title available?)
- Quasimartingales associated to Markov processes
- Nearly hyperharmonic functions and Jensen measures
- On Dirichlet forms and semi-Dirichlet forms. Remarks on the book ``Semi-Dirichlet forms and Markov processes by Yoichi Oshima
- Measures not charging polar sets and Schrödinger equations in \(L^p\)
- Concatenation of Nonhonest Feller Processes, Exit Laws, and Limit Theorems on Graphs
- Nonlinear PDEs and measure-valued branching type processes
- On the quasi-regularity of non-sectorial Dirichlet forms by processes having the same polar sets
- From resolvents to càdlàg processes through compact excessive functions and applications to singular SDE on Hilbert spaces
- Potential theory of infinite dimensional Lévy processes
- Strong Feller semigroups and Markov processes: a counterexample
- Path continuity of Markov processes and locality of Kolmogorov operators
- Homeomorphism of the Revuz correspondence for finite energy integrals
- Construction of Hunt processes by the Lyapunov method and applications to generalized Mehler semigroups
- Uniqueness in law for singular degenerate SDEs with respect to a (sub-)invariant measure
- On the integral representation of excessive functions under Bochner subordination
- Scaling invariant Harnack inequalities in a general setting
- Nearly hyperharmonic functions are infima of excessive functions
- Density of extremal measures in parabolic potential theory
- Quasi-regular Dirichlet forms and \(L^p\)-resolvents on measurable spaces
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