Excessive measures and entry laws for a~Markov process
Sbornik. Mathematics, Tome 13 (1971) no. 2, pp. 209-246
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For a Markov transition function $p(t,x,\Gamma)$ there is constructed a space of active entries $\mathscr U$ and a space of passive entries $\mathscr U'$. The first of these is used to describe all entry laws and purely excessive measures associated with $p(t,x,\Gamma)$ and satisfying certain conditions of finiteness. The second is used to describe all measures $\eta$ that are invariant with respect to $p(t,x,\Gamma)$ and with respect to which some “standard” function $l$ is integrable.
Bibliography: 11 titles.
@article{SM_1971_13_2_a2,
author = {E. B. Dynkin},
title = {Excessive measures and entry laws for {a~Markov} process},
journal = {Sbornik. Mathematics},
pages = {209--246},
publisher = {mathdoc},
volume = {13},
number = {2},
year = {1971},
language = {en},
url = {http://geodesic.mathdoc.fr/item/SM_1971_13_2_a2/}
}
E. B. Dynkin. Excessive measures and entry laws for a~Markov process. Sbornik. Mathematics, Tome 13 (1971) no. 2, pp. 209-246. http://geodesic.mathdoc.fr/item/SM_1971_13_2_a2/