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This article is cited in 14 scientific papers (total in 15 papers)
Integral representation of exctssive measures and excessive functions
E. B. Dynkin
Abstract:
One of the central results of classical potential theory is the theorem on the representation of an arbitrary non-negative superharmonic function in the form of a sum of a Green's potential and a Poisson integral. We obtain similar integral representations for the excessive measures and functions connected with an arbitrary Markov transition function. Many authors have studied the homogeneous excessive measures connected with a homogeneous transition function. We begin with the inhomogeneous case and then reduce the homogeneous case to it. The method proposed gives a considerable gain in generality.
The investigation is carried out in the language of convex measurable spaces and in contrast to previous papers no topological arguments are used. Our basis are the results obtained in (also without topology) on the integral representation of Markov processes with a given transition function. For the reduction of the homogeneous case to the inhomogeneous we use a theorem from the theory of dynamical systems due to Yu. I. Kifer and S. A. Pirogov (see the Appendix at the end of this paper).
Received: 18.10.1971
Citation:
E. B. Dynkin, “Integral representation of exctssive measures and excessive functions”, Uspekhi Mat. Nauk, 27:1(163) (1972), 43–80; Russian Math. Surveys, 27:1 (1972), 43–84
Linking options:
https://www.mathnet.ru/eng/rm5006https://doi.org/10.1070/RM1972v027n01ABEH001363 https://www.mathnet.ru/eng/rm/v27/i1/p43
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Abstract page: | 456 | Russian version PDF: | 155 | English version PDF: | 25 | References: | 92 | First page: | 3 |
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