Nearly hyperharmonic functions are infima of excessive functions

DOI10.1007/S10959-019-00927-8MaRDI QIDQ785409zbMATH OpenOpenAlexWikidataFDO

Publication date 6 August 2020

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1809.08611

balayage space excessive function Hunt process nearly hyperharmonic function strongly supermedian function

Harmonic, subharmonic, superharmonic functions on other spaces (31C05) Probabilistic potential theory (60J45) Axiomatic potential theory (31D05)

Abstract: Let

m a t h f r a k X

be a Hunt process on a locally compact space

X

such that the set

m a t h c a l E_{m a t h f r a k X}

of its Borel measurable excessive functions separates points, every function in

m a t h c a l E_{m a t h f r a k X}

is the supremum of its continuous minorants in

m a t h c a l E_{m a t h f r a k X}

and there are strictly positive continuous functions

v, w i n m a t h c a l E_{m a t h f r a k X}

such that

v / w

vanishes at infinity. A numerical function

u g e 0

on

X

is said to be nearly hyperharmonic, if

i n t^{a} s t u c i r c X_{a u_{V}}, d P^{x} l e u (x)

for all

x i n X

and relatively compact open neighborhoods

V

of

x

, where

a u_{V}

denotes the exit time of

V

. For every such function

u

, its lower semicontinous regularization

h a t u

is excessive. The main purpose of the paper is to give a short, complete and understandable proof for the statement that every Borel measurable nearly hyperharmonic function on

X

is the infimum of its majorants in

E_{m a t h f r a k X}

. The major novelties of our approach are the following: 1. A quick reduction to the special case, where starting at

x i n X

with

u (x) < i n f t y

the expected number of times the process

m a t h f r a k X

visits the set of points

y i n X

, where

h a t u (y) := l i m i n f_{z o y} u (z) < u (y)

, is finite. 2. The statement that the integral

i n t u, d m u

is the infimum of all integrals

i n t w, d m u

,

w i n E_{m a t h f r a k X}

and

w g e u

, not only for measures

m u

satisfying

i n t w, d m u < i n f t y

for some excessive majorant

w

of

u

, but also for all finite measures. At the end, the measurability assumption on

u

is weakened considerably.

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