Revuz measures under time change

DOI10.1007/S11425-008-0040-0MaRDI QIDQ931535zbMATH OpenOpenAlexFDO

Authors Ping He, Jiangang Ying

Publication date 25 June 2008

Published in Science in China. Series A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11425-008-0040-0

zbMATH Keywords

continuous additive functionalFeller measurejumping measuretime change

Mathematics Subject Classification ID

Right processes (60J40) Probabilistic potential theory (60J45)

Review text

Starting with a right Markov process \(X\) and a raw additive functional \(A\), the authors consider the time change right Markov process of the initial process \(X\) by \(A\). They prove that the energy functionals and Revuz measures are invariant under time change. They also compute the Levy system and jumping measure of the time changed process.

Recommendations

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Cites work

• Boundary properties of functions with finite Dirichlet integrals
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• Exit systems
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• scientific article; zbMATH DE number 3491988 (Why is no real title available?)
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• On Feller’s Kernel and the Drichlet Norm
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Cited in

(12)

• Revuz measures and time changes
• Time change, jumping measure and Feller measure
• Entrance law, exit system and Lévy system of time changed processes
• A formula on scattering length of dual Markov processes
• On harmonic functions for trace processes
• Lévy Systems and Time Changes
• scientific article; zbMATH DE number 721699 (Why is no real title available?)
• scientific article; zbMATH DE number 1788293 (Why is no real title available?)
• Green Measures for Time Changed Markov Processes
• Revuz measures, energy functionals and capacities under Girsanov transform induced by \(\alpha\)-excessive function
• scientific article; zbMATH DE number 4188925 (Why is no real title available?)
• Quasi-stationary distributions for single death processes with killing

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