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Green measures for Markov processes


Abstract

In this paper we study Green measures of certain classes of Markov processes. In particular Brownian motion and processes with jump generators with different tails. The Green measures are represented as a sum of a singular and a regular part given in terms of the jump generator. The main technical question is to find a bound for the regular part.

Ми вивчаємо міри Ґріна для деяких класів марківських процесів. Зокрема для броунівського руху і стрибкових процесів. Міри Ґріна містять сингулярну і регулярну компоненти. Основна задача полягає в оцінці регулярної частини.

Key words: Markov processes, Green measures, compound Poisson process, Brownian motion.


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Article Information

TitleGreen measures for Markov processes
SourceMethods Funct. Anal. Topology, Vol. 26 (2020), no. 3, 241-248
DOI10.31392/MFAT-npu26_3.2020.05
MathSciNet   MR4165155
Milestones  Received 12/06/2020
CopyrightThe Author(s) 2020 (CC BY-SA)

Authors Information

Yuri Kondratiev
Department of Mathematics, University of Bielefeld, D-33615 Bielefeld, Germany; Dragomanov University, Kiev, Ukraine

José L. da Silva
CIMA, University of Madeira, Campus da Penteada, 9020-105 Funchal, Portugal

 


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Citation Example

Yuri Kondratiev and José L. da Silva, Green measures for Markov processes, Methods Funct. Anal. Topology 26 (2020), no. 3, 241-248.


BibTex

@article {MFAT1396,
    AUTHOR = {Yuri Kondratiev and José L. da Silva},
     TITLE = {Green measures for Markov processes},
   JOURNAL = {Methods Funct. Anal. Topology},
  FJOURNAL = {Methods of Functional Analysis and Topology},
    VOLUME = {26},
      YEAR = {2020},
    NUMBER = {3},
     PAGES = {241-248},
      ISSN = {1029-3531},
  MRNUMBER = {MR4165155},
       DOI = {10.31392/MFAT-npu26_3.2020.05},
       URL = {http://mfat.imath.kiev.ua/article/?id=1396},
}


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