VI: 19, 198-201, LNM 258 (1972)
RAO, Murali
Doob's decomposition and Burkholder's inequalities (
Martingale theory)
The ``Burkholder inequalities'' referred here are the weak-$L^1$ estimates for the supremum of a martingale transform and for the square function proved by Burkholder (
Ann. Math. Stat., 37, 1966) for $L^1$-bounded discrete time martingales. The original proof was quite sophisticated, while here these inequalities are deduced from an estimate on the (elementary) Doob decomposition of a discrete supermartingale
Comment: This little-known paper would probably deserve a modern translation in continuous time
Keywords: Burkholder inequalities,
Decomposition of supermartingalesNature: 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 potentialsNature: Original Retrieve article from Numdam
XVI: 45, 509-514, LNM 920 (1982)
GRAVERSEN, Svend Erik;
RAO, Murali
Hypothesis (B) of Hunt Retrieve article from Numdam
