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Teoriya Veroyatnostei i ee Primeneniya, 1964, Volume 9, Issue 1, Pages 125–133
(Mi tvp350)
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Short Communications
On Functions Which are Superharmonic for a Markov Process
M. G. Šur Moscow
Abstract:
Let X=(xt,ζ,Mt,Px) be a standard Markov process on a locally compact separable Hausdorff space (E,O). An almost Borel measurable function f(x):E→(−∞,+∞] is called superharmonic if it satisfies the following conditions: a) it is intrinsically continuous; b) Mxf(x(τG))≦f(x) for any x∈E and any open set G with a compact closure, where τG is the hitting time for the set E∖G.
The main results are stated in Theorems 1 and 2. In these theorems S denotes the set of x∈E for which xt coincides with x (Px almost surely) during a positive random time interval [0,δ]; the symbol U denotes any open base of O, and V is the class of all sets U of the type U∈U or U=V∖S, where V∈U.
Theorem 1.
{\it A non-negative almost Borel functionf(x), x∈E, is superharmonic if and only if it is intrinsically continuous and
$$
M_x f\left({x\left({\tau_U}\right)}\right)\leqq f(x)
$$
for anyx∈E and any U∈V.}
Theorem 2.
{\it A non-negative function f(x), x∈E, which is semicontinuous from below is superharmonic if and only if it satisfies the condition (∗) for any x∈E and any U∈U.}
Received: 22.06.1963
Citation:
M. G. Šur, “On Functions Which are Superharmonic for a Markov Process”, Teor. Veroyatnost. i Primenen., 9:1 (1964), 125–133; Theory Probab. Appl., 9:1 (1964), 114–121
Linking options:
https://www.mathnet.ru/eng/tvp350 https://www.mathnet.ru/eng/tvp/v9/i1/p125
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