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IX: 23, 443-463, LNM 465 (1975)
GETOOR, Ronald K.
On the construction of kernels (Measure theory)
Given two measurable spaces $(E, {\cal E})$ $(F, {\cal F})$ and a family ${\cal N}\subset{\cal E}$ of negligible sets, a pseudo-kernel $T$ is a mapping from bounded measurable functions on $F$ to classes mod.${\cal N}$ of bounded measurable functions on $E$, which has all a.e. the properties (positivity, countable additivity) of a kernel. Regularizing $T$ consists in finding a true kernel $\hat T$ such that $\hat Tf$ belongs to the class $Tf$ for every measurable bounded $f$ on $F$. The regularization is easy whenever $F$ is compact metric. Then the result is extended to the case of a Lusin space, and to the case of a U-space (Radon space) assuming ${\cal N}$ consists of the negligible sets for a family of measures on $E$. An application is given to densities of continuous additive functionals of a Markov process
Comment: The author states that his paper is purely expository. This is not true, though the proof is a standard one in the theory of conditional distributions. For a deeper result, see Dellacherie 1030. For a presentation in book form, see Dellacherie-Meyer, Probabilit├ęs et Potentiel C, chapter XI 41
Keywords: Pseudo-kernels, Regularization
Nature: Original
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