Random potentials for Markov processes

DOI10.1080/00036811.2022.2101453MaRDI QIDQ6079837zbMATH OpenOpenAlexWikidataFDO

Authors

Publication date 29 September 2023

Published in Applicable Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2006.09047

zbMATH Keywords

Brownian motioncompound Poisson processgreen functionMarkov processesrandom green measure

Mathematics Subject Classification ID

Height functions; Green functions; invariant measures in arithmetic and non-Archimedean dynamical systems (37P30) Norms (inequalities, more than one norm, etc.) of linear operators (47A30) Markov semigroups and applications to diffusion processes (47D07) Fractional processes, including fractional Brownian motion (60G22)

Abstract: The paper is devoted to the integral functionals $in{t}_0^{i}nftyf(X_t),mathrmdt$ of Markov processes in $X$ in the case $dge3$. It is established that such functionals can be presented as the integrals $in{t}_{X}f(y)G(x,mathrmdy,omega)$ with vector valued random measure $G(x,mathrmdy,omega)$. Some examples such as compound Poisson processes, Brownian motion and diffusions are considered.

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Cited in

(4)

• Random processes with common cotransition probabilities
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• scientific article; zbMATH DE number 3253126 (Why is no real title available?)
• Potential theory for a family of several Markov processes

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