Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Subscription
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Teoriya Veroyatnostei i ee Primeneniya, 1964, Volume 9, Issue 1, Pages 125–133 (Mi tvp350)  

Short Communications

On Functions Which are Superharmonic for a Markov Process

M. G. Šur

Moscow
Abstract: Let $X=(x_t,\zeta,\mathcal{M}_t,{\mathbf P}_x)$ be a standard Markov process on a locally compact separable Hausdorff space $(E,\mathcal{O})$. An almost Borel measurable function $f(x):E \to({-\infty,+\infty}]$ is called superharmonic if it satisfies the following conditions: a) it is intrinsically continuous; b) ${\mathbf M}_x f(x(\tau_G))\leqq f(x)$ for any $x\in E$ and any open set $G$ with a compact closure, where $\tau_G$ is the hitting time for the set $E\setminus G$.
The main results are stated in Theorems 1 and 2. In these theorems $S$ denotes the set of $x\in E$ for which $x_t$ coincides with $x$ (${\mathbf P}_x$ almost surely) during a positive random time interval $[0,\delta]$; the symbol $\mathcal{U}$ denotes any open base of $\mathcal{O}$, and $\mathcal{V}$ is the class of all sets $U$ of the type $U\in\mathcal{U}$ or $U=V\setminus S$, where $V\in\mathcal{U}$.
Theorem 1. {\it A non-negative almost Borel function$f(x)$, $x\in E$, is superharmonic if and only if it is intrinsically continuous and
$$ M_x f\left({x\left({\tau_U}\right)}\right)\leqq f(x) $$
for any$x\in E$ and any $U\in\mathcal{V}$.}
Theorem 2. {\it A non-negative function $f(x)$, $x\in E$, which is semicontinuous from below is superharmonic if and only if it satisfies the condition $(*)$ for any $x\in E$ and any $U\in\mathcal{U}$.}
Received: 22.06.1963
English version:
Theory of Probability and its Applications, 1964, Volume 9, Issue 1, Pages 114–121
DOI: https://doi.org/10.1137/1109014
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: M. G. Šur, “On Functions Which are Superharmonic for a Markov Process”, Teor. Veroyatnost. i Primenen., 9:1 (1964), 125–133; Theory Probab. Appl., 9:1 (1964), 114–121
Citation in format AMSBIB
\Bibitem{Shu64}
\by M.~G.~{\v S}ur
\paper On Functions Which are Superharmonic for a~Markov Process
\jour Teor. Veroyatnost. i Primenen.
\yr 1964
\vol 9
\issue 1
\pages 125--133
\mathnet{http://mi.mathnet.ru/tvp350}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=193677}
\zmath{https://zbmath.org/?q=an:0139.34601}
\transl
\jour Theory Probab. Appl.
\yr 1964
\vol 9
\issue 1
\pages 114--121
\crossref{https://doi.org/10.1137/1109014}
Linking options:
  • https://www.mathnet.ru/eng/tvp350
  • https://www.mathnet.ru/eng/tvp/v9/i1/p125
  • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
    Statistics & downloads:
    Abstract page:213
    Full-text PDF :113
    References:2
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2026