Potential theory for a family of several Markov processes
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)].
- scientific article; zbMATH DE number 5991387
- Potentials of continuous Markov processes and random perturbations
- Random potentials for Markov processes
- On potentials of ergodic Markov chains
- On the potential theory of symmetric Markov processes
- Potential theory for finitely additive Markov chains
- Potential theory of moderate Markov dual processes
- Potential theory related to some multiparameter processes
- scientific article; zbMATH DE number 30722
- On the potential theory of symmetric Markov processes
- The structure of a Brownian bubble
- Choquet-type integral representation of polysupermedian measures
- Measuring the range of an additive Lévy process
- Level sets of additive Lévy processes
- Potential theory related to some multiparameter processes
- Symmetric Skorohod topology on n-variable functions and hierarchical Markov properties of n-parameter processes
- Markov properties of multiparameter processes and capacities
- On intersections of independent anisotropic Gaussian random fields
- Hitting probabilities and intersections of time-space anisotropic random fields
- On intersections of independent space-time anisotropic Gaussian fields
- scientific article; zbMATH DE number 30722 (Why is no real title available?)
- scientific article; zbMATH DE number 1342044 (Why is no real title available?)
- scientific article; zbMATH DE number 3253126 (Why is no real title available?)
- Capacity and energy for multiparameter Markov processes
- Multiple intersections of space-time anisotropic Gaussian fields
- Potential theory for finitely additive Markov chains
- Harmonic analysis of additive Lévy processes
This page was built for publication: Potential theory for a family of several Markov processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q579760)
