Nearly hyperharmonic functions are infima of excessive functions

DOI10.1007/S10959-019-00927-8zbMATH Open1464.60076arXiv1809.08611OpenAlexW2891747452WikidataQ127653330 ScholiaQ127653330MaRDI QIDQ785409FDOQ785409

Authors: Wolfhard Hansen, Ivan Netuka 

Publication date: 6 August 2020

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

Abstract: Let $mathfrakX$ be a Hunt process on a locally compact space $X$ such that the set $mathcal{E}_{mathfrakX}$ of its Borel measurable excessive functions separates points, every function in $mathcal{E}_{mathfrakX}$ is the supremum of its continuous minorants in $mathcal{E}_{mathfrakX}$ and there are strictly positive continuous functions $v,winmathcal{E}_{mathfrakX}$ such that $v/w$ vanishes at infinity. A numerical function $uge0$ on $X$ is said to be nearly hyperharmonic, if $in{t}^{a}stucirc{X}_{a{u}_V},d{P}^{x}leu(x)$ for all $xinX$ 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 $hatu$ 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 $E_{mathfrakX}$. The major novelties of our approach are the following: 1. A quick reduction to the special case, where starting at $xinX$ with $u(x)<infty$ the expected number of times the process $mathfrakX$ visits the set of points $yinX$, where $hatu(y):=limin{f}_{zoy}u(z)<u(y)$, is finite. 2. The statement that the integral $intu,dmu$ is the infimum of all integrals $intw,dmu$, $win{E}_{mathfrakX}$ and $wgeu$, not only for measures $mu$ satisfying $intw,dmu<infty$ for some excessive majorant $w$ of $u$, but also for all finite measures. At the end, the measurability assumption on $u$ is weakened considerably.

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

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zbMATH Keywords

balayage spaceexcessive functionHunt processnearly hyperharmonic functionstrongly supermedian function

Mathematics Subject Classification ID

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

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Cited In (1)

• A representation of excessive functions as expected suprema

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