Browse by: Author name - Classification - Keywords - Nature

39 matches found
I: 01, 3-17, LNM 39 (1967)
AVANISSIAN, Vazgain
Sur l'harmonicité des fonctions séparément harmoniques (Potential theory)
This paper proves a harmonic version of Hartogs' theorem: separately harmonic functions are jointly harmonic (without any boundedness assumption) using a complex extension procedure. The talk is an extract from the author's original work in Ann. ENS, 178, 1961
Comment: This talk was justified by the current interest of the seminar in doubly excessive functions, see Cairoli 102 in the same volume
Keywords: Doubly harmonic functions
Nature: Exposition
Retrieve article from Numdam
I: 02, 18-33, LNM 39 (1967)
CAIROLI, Renzo
Semi-groupes de transition et fonctions excessives (Markov processes, Potential theory)
A study of product kernels, product semi-groups and product Markov processes
Comment: This paper was the first step in R.~Cairoli's study of two-parameter processes
Keywords: Product semigroups
Nature: Original
Retrieve article from Numdam
I: 03, 34-51, LNM 39 (1967)
COURRÈGE, Philippe
Noyaux de convolution singuliers opérant sur les fonctions höldériennes et noyaux de convolution régularisants (Potential theory)
The Poisson equation $&#279;lta\,(Uf)=-f$, where $U$ is the Newtonian potential is proved to be true in the strictest sense when $f$ is a Hölder function (while it is not for mere continuous functions). This involves an exposition of singular integral kernels on Hölder spaces
Comment: This talk was a by-product of the extensive work of Courrège, Bony and Priouret on Feller semi-groups on manifolds with boundary (Ann. Inst. Fourier, 16, 1968)
Keywords: Newtonian potential
Nature: Exposition
Retrieve article from Numdam
I: 07, 163-165, LNM 39 (1967)
MEYER, Paul-André
Sur un théorème de Deny (Potential theory, Measure theory)
In the potential theory of a resolvent which satisfies the absolute continuity hypothesis, every sequence of excessive functions contains a subsequence which converges except on a set of potential zero. It is also proved that a sequence which converges weakly in $L^1$ but not strongly must oscillate around its limit
Comment: a version of this result in classical potential theory was proved by Deny, C.R. Acad. Sci., 218, 1944. The cone of excessive functions possesses good compactness properties, discovered by Mokobodzki. See Dellacherie-Meyer, Probabilités et Potentiel, end of chapter XII
Keywords: A.e. convergence, Subsequences
Nature: Original
Retrieve article from Numdam
I: 09, 177-189, LNM 39 (1967)
WEIL, Michel
Résolvantes en dualité (Markov processes, Potential theory)
Given two sub-Markov resolvents in duality, whose kernels are absolutely continuous with respect to a given measure, it is shown how to choose their densities to get true Green kernels, excessive in one variable and coexcessive in the other one. It is shown also that coexcessive functions are exactly the densities of excessive measures
Comment: These results, now classical, are due to Kunita-T. Watanabe, Ill. J. Math., 9, 1965 and J. Math. Mech., 15, 1966
Keywords: Green potentials, Dual semigroups
Nature: Exposition
Retrieve article from Numdam
II: 10, 171-174, LNM 51 (1968)
MEYER, Paul-André
Les résolvantes fortement fellériennes d'après Mokobodzki (Potential theory)
On a compact space, a submarkov kernel $N$ has the strong Feller property if it maps Borel bounded functions into continuous functions, and the stronger Feller property if the mapping $x\rightarrow \epsilon_x N$ is continuous in the norm topology of measures. It is proved that the product of two strong Feller kernels is stronger Feller, and as a consequence if the kernels of are resolvent are strong Feller they are automatically stronger Feller
Comment: This follows from a result on weakly compact operators on continuous functions due to Grothendieck (Canadian J. Math., 5, 1953). Mokobodzki's proof is less general (it uses positivity) but very simple. This result is rather useful
Keywords: Resolvents, Strong Feller properties
Nature: Exposition
Retrieve article from Numdam
II: 11, 175-199, LNM 51 (1968)
MEYER, Paul-André
Compactifications associées à une résolvante (Potential theory)
Let $E$ be a locally compact space, $(U_p)$ be a submarkovian resolvent, with a potential kernel $U=U_0$ which maps $C_k$ (the continuous functions with compact support) into continuous bounded functions. Let $F$ be a compact space containing $E$ as a dense subset, but inducing possibly a coarser topology. It is assumed that all potentials $Uf$ with $f\in C_k$ extend to continuous functions on $F$, and that points of $F$ are separated by continuous functions on $F$ whose restriction to $E$ is supermedian. Then it is shown how to extend the resolvent to $F$ and imitate the construction of a Ray semigroup and a strong Markov process. This was an attempt to compactify the space using only supermedian functions, not $p$-supermedian for all $p>0$. An application to Markov chains is given
Comment: This method of compactification suggested by Chung's boundary theory for Markov chains (similarly Doob, Trans. Amer. Math. Soc., 149, 1970) never superseded the standard Ray-Knight approach
Keywords: Resolvents, Ray compactification, Martin boundary, Boundary theory
Nature: Original
Retrieve article from Numdam
III: 09, 144-151, LNM 88 (1969)
MEYER, Paul-André
Un résultat de théorie du potentiel (Potential theory, Markov processes)
Under strong duality hypotheses, it is shown that a measure which does not charge polar sets is equivalent to a measure whose Green potential is bounded
Comment: See Meyer, Processus de Markov, Lecture Notes in M. 26
Keywords: Green potentials, Dual semigroups
Nature: Original
Retrieve article from Numdam
IV: 07, 73-75, LNM 124 (1970)
DELLACHERIE, Claude
Potentiels de Green et fonctionnelles additives (Markov processes, Potential theory)
Under duality hypotheses, the problem is to associate an additive functional with a Green potential, which may assume the value $+\infty$ on a polar set: the corresponding a.f. may explode at time $0$
Comment: Such additive functionals appear very naturally in the theory of Dirichlet spaces
Nature: Original
Retrieve article from Numdam
IV: 15, 170-194, LNM 124 (1970)
MOKOBODZKI, Gabriel
Densité relative de deux potentiels comparables (Potential theory)
The main problem considered here is the following: given a transient resolvent $(V_{\lambda})$ on a measurable space, a finite potential $Vg$, an excessive function $u$ dominated by $Vg$ in the strong sense (i.e., $Vg-u$ is excessive), show that $u=Vf$ for some $f\leq g$, and compute $f$ by some derivation'' procedure, like $\lim_{\lambda\rightarrow\infty} \lambda(I-\lambda V_{\lambda})\,u$
Comment: The main theorem and the technical tools of its proof have been landmarks in the potential theory of a resolvent, though in the case of the resolvent of a good Markov process there is a simple probabilistic proof of the main result. Another exposition can be found in Séminaire Bourbaki, 422, November 1972. See also Chapter XII of Dellacherie-Meyer, Probabilités et potentiel, containing new proofs due to Feyel
Keywords: Resolvents, Strong ordering, Lebesgue derivation theorem
Nature: Original
Retrieve article from Numdam
IV: 16, 195-207, LNM 124 (1970)
MOKOBODZKI, Gabriel
Quelques propriétés remarquables des opérateurs presque positifs (Potential theory)
A sequel to the preceding paper 415. Almost positive operators are candidates to the role of derivation operators relative to a resolvent
Comment: Same as 415
Keywords: Resolvents, Strong ordering, Lebesgue derivation theorem
Nature: Original
Retrieve article from Numdam
IV: 17, 208-215, LNM 124 (1970)
REVUZ, Daniel
Application d'un théorème de Mokobodzki aux opérateurs potentiels dans le cas récurrent (Potential theory, Markov processes)
Mokododzki's theorem asserts that if the kernels of a resolvent are strong Feller, i.e., map bounded functions into continuous functions, then they must satisfy a norm continuity property (see 210). This is used to show the existence fornormal'' recurrent processes of a nice potential operator, defined for suitable functions of zero integral with respect to the invariant measure
Comment: For additional work of Revuz on recurrence, see Ann. Inst. Fourier, 21, 1971
Keywords: Recurrent potential theory
Nature: Original
Retrieve article from Numdam
V: 06, 76-76, LNM 191 (1971)
CHUNG, Kai Lai
A simple proof of Doob's convergence theorem (Potential theory)
Doob's theorem is a version of the main convergence theorem of potential theory: the limit of a decreasing sequence of excessive functions differs of its regularized version on a semi-polar set
Comment: It is also shown that a function $f$ satisfying $f\ge P_Kf$ for all compact sets $K$ differs from its regularized function on a semi-polar set
Keywords: Excessive functions, Semi-polar sets
Nature: New exposition of known results
Retrieve article from Numdam
V: 19, 196-208, LNM 191 (1971)
MEYER, Paul-André
Représentation intégrale des fonctions excessives. Résultats de Mokobodzki (Markov processes, Potential theory)
Main result: the convex cone of excessive functions for a resolvent which satisfies the absolute continuity hypothesis is the union of convex compact metrizable hats''\ in a suitable topology, and therefore has the integral representation property. The original proof of Mokobodzki, self-contained and unpublished, is given here
Comment: See Mokobodzki's work on cones of potentials, Séminaire Bourbaki, May 1970
Keywords: Minimal excessive functions, Martin boundary, Integral representations
Nature: Exposition
Retrieve article from Numdam
V: 21, 211-212, LNM 191 (1971)
MEYER, Paul-André
Deux petits résultats de théorie du potentiel (Potential theory)
Excessive functions are characterized by their domination property over potentials. The strong ordering relation between two functions is carried over to their réduites
Comment: See Dellacherie-Meyer Probability and Potentials, Chapter XII, \S2
Keywords: Excessive functions, Réduite, Strong ordering
Nature: Original
Retrieve article from Numdam
V: 23, 237-250, LNM 191 (1971)
MEYER, Paul-André
Travaux de H. Rost en théorie du balayage (Potential theory, Ergodic theory)
The filling scheme'' is a technique used in ergodic theory to prove Hopf's maximal Lemma and the Chacon-Ornstein theorem, studied in detail by H.~Rost (Zeit. für W-theorie, 15, 1970; Ann. Inst. Fourier, 21, 1971): it provides a solution to Skorohod's imbedding problem for measures on discrete time Markov processes. Here it is also used to prove Brunel's Lemma in pointwise ergodic theory
Comment: Extension to continuous time in Meyer 612. See also 806, 1012. A general survey on the Skorohod embedding problem is Ob\lój, Probab. Surv. 1, 2004
Keywords: Filling scheme, Brunel's lemma, Skorohod imbedding
Retrieve article from Numdam
V: 24, 251-269, LNM 191 (1971)
MEYER, Paul-André
Solutions de l'équation de Poisson dans le cas récurrent (Potential theory, Markov processes)
The problem is to solve the Poisson equation for measures, $\mu-\mu P=\theta$ for given $\theta$, in the case of a recurrent transition kernel $P$. Here a filling scheme'' technique is used
Comment: The paper was motivated by Métivier (Ann. Math. Stat., 40, 1969) and is completely superseded by one of Revuz (Ann. Inst. Fourier, 21, 1971)
Keywords: Recurrent potential theory, Filling scheme, Harris recurrence, Poisson equation
Nature: Original
Retrieve article from Numdam
V: 25, 270-274, LNM 191 (1971)
MEYER, Paul-André
Balayage pour les processus de Markov continus à droite, d'après C.T. Shih (Markov processes, Potential theory)
Hunt's fundamental theorem on balayage gives the probabilistic interpretation of the réduite of an excessive function set on a set. It was proved originally within the special class of Hunt's processes, then extended to standard'' processes. Using a method of compactification, Shih (Ann. Inst. Fourier, 20-1, 1970) showed it was quite general
Comment: Shih's paper is the origin of the general definition of right processes''
Keywords: Excessive functions, Réduite
Nature: Exposition
Retrieve article from Numdam
V: 26, 275-277, LNM 191 (1971)
REVUZ, Daniel
Remarque sur les potentiels de mesure (Markov processes, Potential theory)
The standard proof of the equivalence between semi-polar sets being polar and a very precise domination principle (Blumenthal-Getoor, Markov Processes and Potential Theory, 1968) uses the assumption that excessive functions are lower semicontinuous. This assumption is weakened
Keywords: Polar sets, Semi-polar sets, Excessive functions
Nature: Original
Retrieve article from Numdam
V: 29, 290-310, LNM 191 (1971)
WALSH, John B.
Some topologies connected with Lebesgue measure (Markov processes, General theory of processes, Potential theory)
It is a recurrent theme in the theory of stochastic processes that time sets of measure $0$ should be ignored. Thus topologies on the line which ignore sets of measure $0$ are useful. The main topic here is the so-called essential topology, used in the paper of Chung and Walsh 522 in the same volume
Comment: See Doob Bull. Amer. Math. Soc., 72, 1966. An important application in given by Walsh 623 in the next volume. See the paper 1025 of Benveniste. For the use of a different topology see Ito J. Math. Soc. Japan, 20, 1968
Keywords: Essential topology
Nature: Original
Retrieve article from Numdam
V: 30, 311-341, LNM 191 (1971)
WATANABE, Takesi
On balayées of excessive measures and functions with respect to resolvents (Potential theory)
A general study of balayage of excessive measures as dual to réduite of excessive functions, first for a single kernel, then for a resolvent on a measurable space, and finally for a standard process
Comment: See Kunita and T. Watanabe, Ill. J. Math., 9, 1965. For the modern theory of balayage of measures (using Kuznetsov's processes) see Getoor, Excessive Measures, 1990, Chapter 4
Keywords: Excessive measures, Balayage
Nature: Original
Retrieve article from Numdam
V: 32, 347-361, LNM 191 (1971)
WEIL, Michel
Quasi-processus et énergie (Markov processes, Potential theory)
The energy of an excessive function $f$ with respect to an excessive measure $\xi$ has a simple proba\-bi\-listic interpretation if $\xi$ is is the potential of a measure $\mu$ and $f$ is the potential of an additive functional $(A_t)$, as ${1\over2}E_\mu[A_\infty^2]$. If $\xi$ is not a potential, still it can be associated with it a quasi-process (see Weil 418) with a birthtime $b$ and a death time $d$, and the formal expression ${1\over2}E[(A_d-A_b)^2]$ is given a precise meaning and represents the energy
Comment: This subject has been renewed by the introduction of Kuznetsov's measures. See Fitzsimmons Sem. Stoch. Proc., 1987
Keywords: Hunt quasi-processes, Energy
Nature: Original
Retrieve article from Numdam
VI: 12, 130-150, LNM 258 (1972)
MEYER, Paul-André
Le schéma de remplissage en temps continu, d'après H. Rost (Ergodic theory, Potential theory)
The work of H. Rost on the so-called discrete filling scheme was presented to the Seminar as 523. Here following Rost himself (Invent. Math., 14, 1971) the construction is extended to continuous time Markov processes. In the transient case, the results are translated in potential-theoretic language, and proved using techniques due to Mokobodzki. Then the general case follows from this result applied to a space-time extension of the semi-group
Comment: A general survey on the Skorohod embedding problem is Ob\lój, Probab. Surv. 1, 2004
Keywords: Filling scheme, Balayage of measures, Skorohod imbedding
Retrieve article from Numdam
VI: 15, 164-167, LNM 258 (1972)
MEYER, Paul-André
Une note sur le théorème du balayage de Hunt (Markov processes, Potential theory)
The theorem involved is the characterization of the réduite $P_A u$ of an excessive function $u$ on a set $A$ as equal (except on a well-defined semipolar set) to the infimum of the excessive functions that dominate $u$ on $A$. This theorem is slightly improved under the absolute continuity hypothesis. The proof rests on the following property of the fine topology: every (nearly Borel) finely closed set is contained in a fine $G_\delta$ which differs from it by a polar set
Keywords: Réduite, Fine topology, Absolute continuity hypothesis
Nature: Original
Retrieve article from Numdam
VI: 17, 173-176, LNM 258 (1972)
MOKOBODZKI, Gabriel
Pseudo-quotient de deux mesures par rapport à un cône de potentiels. Application à la dualité (Potential theory)
The last four pages of this paper have been omitted by mistake, and appear in the following volume as 729. The general results concerning the axiomatically defined cones of potentials (see for instance the author's exposition in Séminaire Bourbaki, 1969-70, 377) are quickly reviewed first, and then applied to the following problem concerning the potential kernel $V$ of a resolvent: given a pair of measures $\lambda\le\mu$ in the sense of balayage, then we have $\lambda V\le \mu V$ in the ordinary sense. The corresponding density (dominated by $1$) does not depend on the resolvent, but only on the potential cones of excessive functions and potentials associated with it, and a way to compute it is indicated
Keywords: Cones of potentials
Nature: Original
Retrieve article from Numdam
VI: 20, 202-214, LNM 258 (1972)
REVUZ, Daniel
Le principe semi-complet du maximum (Potential theory)
The problem studied here (and not completely solved) consists in finding potential theoretic characterizations for the recurrent potential operators constructed in the basic paper of Neveu, Ann. Inst. Fourier, 22-2, 1972. It is shown that these operators satisfy suitable maximum principles (as usual, slightly stronger in the discrete case than in the continuous case). The converse is delicate and some earlier work of Kondo (Osaka J. Math., 4, 1967) and Oshima (same journal, 6, 1969) is discussed in this new set-up
Comment: This topic is discussed again in Revuz' book Markov Chains, North-Holland
Keywords: Recurrent potential theory, Maximum principles, Recurrent Markov chains
Nature: Original
Retrieve article from Numdam
VII: 16, 155-171, LNM 321 (1973)
MEYER, Paul-André; TRAKI, Mohammed
Réduites et jeux de hasard (Potential theory)
This paper arose from an attempt (by the second author) to rewrite the results of Dubins-Savage How to Gamble if you Must in the language of standard (countably additive) measure theory, using the methods of descriptive set theory (analytic sets, section theorems, etc). The attempt is successful, since all general theorems can be proved in this set-up. More recent results in the same line, due to Strauch and Sudderth, are extended too. An appendix includes useful comments by Mokobodzki on the case of a gambling house consisting of a single kernel (discrete potential theory)
Comment: This material is reworked in Dellacherie-Meyer, Probabilités et Potentiel, Vol. C, Chapter X
Keywords: Balayage, Gambling house, Réduite, Optimal strategy
Nature: Original
Retrieve article from Numdam
VII: 27, 291-300, LNM 321 (1973)
TAYLOR, John C.
On the existence of resolvents (Potential theory)
Since the basic results of Hunt, a kernel satisfying the complete maximum principle is expected to be the potential kernel of a sub-Markov resolvent. This is not always the case, however, and one should also express that, so to speak, potentials vanish at the boundary''. Such a condition is given here on an abstract space, which supersedes an earlier result of the author (Invent. Math. 17, 1972) and a result of Hirsch (Ann. Inst. Fourier, 22-1, 1972)
Comment: The definitive paper of Taylor on this subject appeared in Ann. Prob., 3, 1975
Keywords: Complete maximum principle, Resolvents
Nature: Original
Retrieve article from Numdam
VII: 29, 319-321, LNM 321 (1973)
MOKOBODZKI, Gabriel
Pseudo-quotient de deux mesures, application à la dualité (Potential theory)
Contains the four last pages of 617 omitted from Volume VI
Nature: Correction
Retrieve article from Numdam
VIII: 06, 27-36, LNM 381 (1974)
DINGES, Hermann
Stopping sequences (Markov processes, Potential theory)
Given a discrete time Markov process $(X_n)$ with transition kernel $P$, a stopping sequence with initial distribution $\mu$ is a family $(\mu_n)$ of measures such that $\mu\ge\mu_0$ and $\mu_{k-1}P\ge\mu_k$. The stopping sequence associated with a stopping time $T$ is the sequence of distributions of $X_{T}, k< T<\infty$ under the law $P_\mu$. Every stopping sequence arises in this way from some randomized stopping time $T$, and the distribution of $X_T, T<\infty$ is independent of $T$ and called the final distribution. Then several constructions of stopping sequences are described, including Rost's filling scheme'', and several operations on stopping sequences, aiming at the construction of short'' stopping times in the Skorohod imbedding problem, without assuming transience of the process
Comment: This is a development of the research of H.~Rost on the filling scheme'', for which see 523, 524, 612. This article contains announcements of further results
Keywords: Discrete time Markov processes, Skorohod imbedding, Filling scheme
Nature: Original
Retrieve article from Numdam
VIII: 11, 150-154, LNM 381 (1974)
HEATH, David C.
Skorohod stopping via Potential Theory (Potential theory, Markov processes)
The original construction of the Skorohod imbedding of a measure into Brownian motion is translated into a language meaningful for general Markov processes, and the extension to Brownian motion in $R^n$ is given. A theorem of Mokobodzki on réduites is used as an important technical tool
Comment: This paper is best read in connection with 931. A general survey on the Skorohod embedding problem is Ob\lój, Probab. Surv. 1, 2004
Keywords: Skorohod imbedding
Nature: Original
Retrieve article from Numdam
IX: 31, 515-517, LNM 465 (1975)
HEATH, David C.
Skorohod stopping in discrete time (Markov processes, Potential theory)
Using ideas of Mokobodzki, it is shown how the imbedding of a measure $\mu_1$ in the discrete Markov process with initial measure $\mu_0$ can be achieved by a random mixture of hitting times
Comment: This is a potential theoretic version of the original construction of Skorohod. This paper is better read in conjunction with Heath 811. A general survey on the Skorohod embedding problem is Ob\lój, Probab. Surv. 1, 2004
Keywords: Skorohod imbedding
Nature: Original
Retrieve article from Numdam
XI: 01, 1-20, LNM 581 (1977)
AVANISSIAN, Vazgain
Fonctions harmoniques d'ordre infini et l'harmonicité réelle liée à l'opérateur laplacien itéré (Potential theory, Miscellanea)
This paper studies two classes of functions in (an open set of) $R^n$, $n\ge1$: 1) Harmonic functions of infinite order (see Avanissian and Fernique, Ann. Inst. Fourier, 18-2, 1968), which are $C^\infty$ functions satisfying a growth condition on their iterated laplacians, and are shown to be real analytic. 2) Infinitely differentiable functions (or distributions) similar to completely monotonic functions on the line, i.e., whose iterated laplacians are alternatively positive and negative (they were introduced by Lelong). Among the results is the fact that the second class is included in the first
Keywords: Harmonic functions, Real analytic functions, Completely monotonic functions
Nature: Original
Retrieve article from Numdam
XI: 03, 27-33, LNM 581 (1977)
CHUNG, Kai Lai
Pedagogic notes on the barrier theorem (Potential theory)
Let $D$ a bounded open set in $R^n$, and let $z$ be a boundary point. Then a barrier at $z$ is a superharmonic function in $D$, strictly positive and with a limit equal to $0$ at $z$. The barrier theorem asserts that if there is a barrier at $z$, then $z$ is regular. An elegant proof of this is given using Brownian motion. Then it is shown that the expectation of $S$, the hitting time of $D^c$, is bounded, upper semi-continuous in $R^n$ and continuous in $D$, and is a barrier at every regular point
Comment: An error is corrected in 1247
Keywords: Classical potential theory, Barrier, Regular points
Nature: New proof of known results
Retrieve article from Numdam
XI: 12, 132-195, LNM 581 (1977)
MEYER, Paul-André
Le dual de $H^1({\bf R}^\nu)$~: démonstrations probabilistes (Potential theory, Applications of martingale theory)
This is a self-contained exposition and proof of the celebrated (Fefferman-Stein) result that the dual of $H^1(R^n)$ is $BMO$, using methods adapted from the probabilistic Littlewood-Paley theory (of which this is a kind of limiting case). Some details of the proof are interesting in their own right
Comment: Though the proof is complete, it misses an essential point in the Fefferman-Stein theorem, namely, it depends on the Cauchy (Poisson) semigroup while the original result the convolution with quite general smooth functions in its definition of $H^1$. Similar methods were used by Bakry in the case of spheres, see 1818. The reasoning around (3.1) p.178 needs to be corrected
Keywords: Harmonic functions, Hardy spaces, Poisson kernel, Carleson measures, $BMO$, Riesz transforms
Retrieve article from Numdam
XII: 26, 378-397, LNM 649 (1978)
BROSSARD, Jean
Comportement non-tangentiel et comportement brownien des fonctions harmoniques dans un demi-espace. Démonstration probabiliste d'un théorème de Calderon et Stein (Potential theory, Real analysis)
Given a harmonic function $u$ in a half space, Stein (Acta Math. 106, 1961) shows that the boundary points $x$ such that 1) $u$ has a non-tangential limit at $x$, 2) $u$ is non tangentially bounded'' near $x$, 3) $\nabla u$ is locally $L^2$ in the non-tangential cones at $x$, are the sames, except for sets of measure $0$. This result is given here a probabilistic proof using conditional Brownian motion
Keywords: Harmonic functions in a half-space, Non-tangential limits
Nature: Original
Retrieve article from Numdam
XII: 47, 739-739, LNM 649 (1978)
CHUNG, Kai Lai
Correction to "Pedagogic Notes on the Barrier Theorem" (Potential theory)
Corrects an error in 1103
Keywords: Classical potential theory, Barrier, Regular points
Nature: Correction
Retrieve article from Numdam
XIV: 40, 357-391, LNM 784 (1980)
FALKNER, Neil
On Skorohod embedding in $n$-dimensional Brownian motion by means of natural stopping times (Brownian motion, Potential theory)
The problem discussed here is the Skorohod representation of a measure $\nu$ as the distribution of $B_T$, where $(B_t)$ is Brownian motion in $R^n$ with the initial measure $\mu$, and $T$ is a non-randomized stopping time. The conditions given are sufficient in all cases, necessary if $\mu$ does not charge polar sets
Comment: A general survey on the Skorohod embedding problem is Ob\lój, Probab. Surv. 1, 2004
Keywords: Skorohod imbedding
Nature: Original
Retrieve article from Numdam
XIV: 44, 418-436, LNM 784 (1980)
RAO, Murali
A note on Revuz measure (Markov processes, Potential theory)
The problem is to weaken the hypotheses of Chung (Ann. Inst. Fourier, 23, 1973) implying the representation of the equilibrium potential of a compact set as a Green potential. To this order, Revuz measure techniques are used, and interesting auxiliary results are proved concerning the Revuz measures of natural additive functionals of a Hunt process
Keywords: Revuz measures, Additive functionals, Hunt processes, Equilibrium potentials
Nature: Original
Retrieve article from Numdam