Integral representation of exctssive measures and excessive functions

E. B. Dynkin

Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 27 (1972) no. 1, pp. 43-84

Résumé

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).