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Green's and Dirichlet spaces associated with fine Markov processes
Authors:EB Dynkin
Institution:Department of Mathematics, Cornell University, Ithaca, New York 14850 USA
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 K and the Dirichlet space H 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 H can be built from functions which are right continuous along almost all paths; (b) the positive cone K+ in K can be identified with a cone M of measures on the state space; (c) the positive cone H+ in H 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 K(B) of K and a subspace H(B) of H. The orthogonal projections of K onto K and of H onto H(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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