On the Existence of the Dual Right Markov Process and Applications
Beznea L, Röckner M (2015)
Potential Analysis 42(3): 617-627.
Zeitschriftenaufsatz
| Veröffentlicht | Englisch
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Autor*in
Beznea, Lucian;
Röckner, MichaelUniBi
Einrichtung
Abstract / Bemerkung
We show that given a Borel right process there exists a dual process which is also a right Markov process. However, it is necessary to enlarge the initial space to a new Lusin topological space and the dual process is a right process with respect to a second Lusin topology. As a result both processes can be identified as solutions to martingale problems. Another application is the proof that the Riesz decomposition holds (in potential and harmonic components) for the excessive functions and the set of all potentials becomes solid in order.
Stichworte
Potential;
function;
Excessive;
Moderate dual;
Dual process;
Weak duality hypothesis;
Riesz decomposition;
Martingale problem
Erscheinungsjahr
2015
Zeitschriftentitel
Potential Analysis
Band
42
Ausgabe
3
Seite(n)
617-627
ISSN
0926-2601
Page URI
https://pub.uni-bielefeld.de/record/2736501
Zitieren
Beznea L, Röckner M. On the Existence of the Dual Right Markov Process and Applications. Potential Analysis. 2015;42(3):617-627.
Beznea, L., & Röckner, M. (2015). On the Existence of the Dual Right Markov Process and Applications. Potential Analysis, 42(3), 617-627. doi:10.1007/s11118-014-9447-0
Beznea, Lucian, and Röckner, Michael. 2015. “On the Existence of the Dual Right Markov Process and Applications”. Potential Analysis 42 (3): 617-627.
Beznea, L., and Röckner, M. (2015). On the Existence of the Dual Right Markov Process and Applications. Potential Analysis 42, 617-627.
Beznea, L., & Röckner, M., 2015. On the Existence of the Dual Right Markov Process and Applications. Potential Analysis, 42(3), p 617-627.
L. Beznea and M. Röckner, “On the Existence of the Dual Right Markov Process and Applications”, Potential Analysis, vol. 42, 2015, pp. 617-627.
Beznea, L., Röckner, M.: On the Existence of the Dual Right Markov Process and Applications. Potential Analysis. 42, 617-627 (2015).
Beznea, Lucian, and Röckner, Michael. “On the Existence of the Dual Right Markov Process and Applications”. Potential Analysis 42.3 (2015): 617-627.
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