Homogeneous random measures for Markov processes in weak duality: Study via an entrance boundary (Q1106559)

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scientific article; zbMATH DE number 4062299
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English
Homogeneous random measures for Markov processes in weak duality: Study via an entrance boundary
scientific article; zbMATH DE number 4062299

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    Homogeneous random measures for Markov processes in weak duality: Study via an entrance boundary (English)
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    1988
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    This paper cannot be isolated from a rather long list of articles devoted to the study of a pair of Markov processes in weak duality with respect to an excessive measure, by means of their associated Kuznetsov (-Mitro) stationary process. On this subject the paper contributes several interesting results, the simplest to state here concerning the way the pair transforms under a change of time given by a pair of dual, continuous additive functionals: the resulting pair is in weak duality with respect to the Revuz measure of the additive functionals. An essential tool in this paper is a Ray-Knight compactification due to \textit{R. K. Getoor} and \textit{J. Glover} [Trans. Am. Math. Soc. 285, 107- 132 (1984; Zbl 0547.60076)].
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    time change
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    weak duality
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    excessive measure
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    additive functionals
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    Revuz measure
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    Ray-Knight compactification
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