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Some zero-one laws for additive functionals of Markov processes
Authors:Rainer Höhnle  Karl-Theodor Sturm
Institution:(1) Mathematisch-Geographische Fakultät, Universität Eichstätt, D-85071 Eichstätt, Germany;(2) Mathematisches Institut, Universität Erlangen-Nürnberg, Bismarckstrasse 1 1/2, D-91054 Erlangen, Germany
Abstract:Summary Let (X t,P x ) be anm-symmetric Markov process with a strictly positive transition density. Consider the additive functionalA t : = int 0 t f (X s ) wheref:Erarr0, infin] is a universally measurable function on the state spaceE. Among others, we prove thatP x (A t <infin)=1, for somexisinE and somet>0, already impliesP x (A t <infin)=1, for quasi everyxisinE and allt>0. The latter is also equivalent toP x (A t <infin)>0, for quasi everyxisinE and allt>0, and to the analytic condition 
$$\smallint _{F_n } fdm< \infty $$
, for a sequence of finely open Borel setsF n such thatEcupF n is polar. In the special cases of Brownian motion and Bessel process, these results were obtained earlier by H.J. Engelbert, W. Schmidt, X.-X. Xue and the authors.
Keywords:60 J 55  60 J 57  60 J 40
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