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VII: 01, 1-24, LNM 321 (1973)
BENVENISTE, Albert
Application de deux théorèmes de G.~Mokobodzki à l'étude du noyau de Lévy d'un processus de Hunt sans hypothèse (L) (Markov processes)
The object of the theory of Lévy systems is to compute the previsible compensator of sums $\sum_{s\le t} f(X_{s-},X_s)$ extended to the jump times of a Markov process~$X$, i.e., the times $s$ at which $X_s\not=X_{s-}$. The theory was created by Lévy in the case of a process with independent increments, and the classical results for Markov processes are due to Ikeda-Watanabe, J. Math. Kyoto Univ., 2, 1962 and Watanabe, Japan J. Math., 34, 1964. An exposition of their results can be found in the Seminar, 106. The standard assumptions were: 1) $X$ is a Hunt process, implying that jumps occur at totally inaccessible stopping times and the compensator is continuous, 2) Hypothesis (L) (absolute continuity of the resolvent) is satisfied. Here using two results of Mokobodzki: 1) every excessive function dominated in the strong sense in a potential. 2) The existence of medial limits (this volume, 719), Hypothesis (L) is shown to be unnecessary
Comment: Mokobodzki's second result depends on additional axioms in set theory, the continuum hypothesis or Martin's axiom. See also Benveniste-Jacod, Invent. Math. 21, 1973, which no longer uses medial limits