Green's and Dirichlet spaces associated with fine Markov processes |
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Authors: | EB Dynkin |
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Institution: | Department of Mathematics, Cornell University, Ithaca, New York 14850 USA |
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Abstract: | This is the second paper in a series devoted to Green's and Dirichlet spaces. In the first paper, we have investigated Green's space and the Dirichlet space associated with a symmetric Markov transition function pt(x, B). Now we assume that p is a transition function of a fine Markov process X and we prove that: (a) the space can be built from functions which are right continuous along almost all paths; (b) the positive cone + in can be identified with a cone M of measures on the state space; (c) the positive cone + in can be interpreted as the cone of Green's potentials of measures μ?M. To every measurable set B in the state space E there correspond a subspace (B) of and a subspace (B) of . The orthogonal projections of onto and of onto (B) can be expressed in terms of the hitting probabilities of B by the Markov process X. As the main tool, we use additive functionals of X corresponding to measures μ?M. |
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