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Short Communications
Exit laws and excessive functions for superprocesses
E. B. Dynkin Cornell University, Department of Mathematics, NY
Abstract:
Let $\xi$ be a Markov process with transition function $p(r,x;t,dy)$ and let $X$ be the corresponding Dawson–Watanabe superprocess (i.e., the superprocess with the branching characteristic $\psi(u)=\gamma u^2$). Denote by $\mathcal P$ the transition function of $X$ and put
$$
p_n(r,x;t,dy)=\prod_{i=1}^np(r,x_i;t,dy_i),
$$
To every $p_n$-exit law $\ell$ there corresponds a $\mathcal P$-exit law $L_\ell$ such that, for every $t$, $L_\ell^t(\mu)$ is a polynomial of degree $n$ in $\mu$ with the leading term $\langle \ell^t,\mu^n\rangle $. Every polynomial $\mathcal P$-exit law has a unique representation of the form $L_{\ell_1}+\cdots+L_{\ell_n}$, where $\ell_k$ is a $p_k$-exit law.
Keywords:
Markov process, Dawson–Watanabe superprocess, polynomial $\mathcal{P}$-exit law.
Received: 27.07.1999
Citation:
E. B. Dynkin, “Exit laws and excessive functions for superprocesses”, Teor. Veroyatnost. i Primenen., 44:4 (1999), 880–885; Theory Probab. Appl., 44:4 (2000), 762–767
Linking options:
https://www.mathnet.ru/eng/tvp1074https://doi.org/10.4213/tvp1074 https://www.mathnet.ru/eng/tvp/v44/i4/p880
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