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
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XIII: 33, 385-399, LNM 721 (1979)
LE JAN, Yves
Martingales et changement de temps (Martingale theory, Markov processes)
The first part of the paper concerns changes of time by a continuous (not strictly increasing) process, with a detailed computation, for instance, of the continuous martingale part of a time-changed martingale. This is a useful addition to 1108 and 1109. The second part is an application to classical potential theory: the martingale is a harmonic function along Brownian motion in a domain, stopped at the boundary; the change of time is defined by a boundary local time. Then the time-changed Brownian motion is a Markov process on the boundary, the time-changed martingale is purely discontinuous, and the computation of its quadratic norm leads to the Douglas formula, which expresses the Dirichlet integral of the harmonic function by a quadratic double integral of its restriction to the boundary
Keywords: Changes of time, Energy, Douglas formula
Nature: Original
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