Homogeneous random measures for Markov processes in weak duality: Study via an entrance boundary

DOI10.1016/0304-4149(88)90044-0MaRDI QIDQ1106559zbMATH OpenOpenAlexFDO

Authors Haya Kaspi, Joanna B. Mitro

Publication date 1988

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(88)90044-0

zbMATH Keywords

additive functionalsexcessive measureRay-Knight compactificationRevuz measuretime changeweak duality

Mathematics Subject Classification ID

Probabilistic potential theory (60J45) Boundary theory for Markov processes (60J50) Local time and additive functionals (60J55)

Review text

This paper cannot be isolated from a rather long list of articles devoted to the study of a pair of Markov processes in weak duality with respect to an excessive measure, by means of their associated Kuznetsov (-Mitro) stationary process. On this subject the paper contributes several interesting results, the simplest to state here concerning the way the pair transforms under a change of time given by a pair of dual, continuous additive functionals: the resulting pair is in weak duality with respect to the Revuz measure of the additive functionals. An essential tool in this paper is a Ray-Knight compactification due to \textit{R. K. Getoor} and \textit{J. Glover} [Trans. Am. Math. Soc. 285, 107- 132 (1984; Zbl 0547.60076)].

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Cites work

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Cited in

(5)

• Revuz measures and time changes
• Isomorphism theorems, extended Markov processes and random interlacements
• Naturality, standardness, and weak duality for Markov processes
• Lévy Systems and Time Changes
• scientific article; zbMATH DE number 3988406 (Why is no real title available?)

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