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Teoriya Veroyatnostei i ee Primeneniya, 1964, Volume 9, Issue 1, Pages 125–133 (Mi tvp350)  

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 xE and any open set G with a compact closure, where τG is the hitting time for the set EG.
The main results are stated in Theorems 1 and 2. In these theorems S denotes the set of xE 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 UU or U=VS, where VU.
Theorem 1. {\it A non-negative almost Borel functionf(x), xE, 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 anyxE and any UV.}
Theorem 2. {\it A non-negative function f(x), xE, which is semicontinuous from below is superharmonic if and only if it satisfies the condition () for any xE and any UU.}
Received: 22.06.1963
English version:
Theory of Probability and its Applications, 1964, Volume 9, Issue 1, Pages 114–121
DOI: https://doi.org/10.1137/1109014
Bibliographic databases:
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Shu64}
\by M.~G.~{\v S}ur
\paper On Functions Which are Superharmonic for a~Markov Process
\jour Teor. Veroyatnost. i Primenen.
\yr 1964
\vol 9
\issue 1
\pages 125--133
\mathnet{http://mi.mathnet.ru/tvp350}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=193677}
\zmath{https://zbmath.org/?q=an:0139.34601}
\transl
\jour Theory Probab. Appl.
\yr 1964
\vol 9
\issue 1
\pages 114--121
\crossref{https://doi.org/10.1137/1109014}
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