English

Duality theory for Markov processes: Part 1

Probability 2010-02-12 v1

Abstract

This is the first part of a possible monograph on the duality of Markov processes. It contains a proof of Fitzsimmons' existence theorem of a moderate Markov dual process relative to an excessive measure, m, together with the necessary preliminary material. Then this is applied to prove the correspondence between optional copredictable homogenous random measures and sigma finite measures not charging m-exceptional sets again following Fitzsimmons. The second part which may never be written would deal with duality proper including results from, but not limited to, my joint paper with P. J. Fitzsimmons"Potential Theory of Moderate Markov Dual Processes" which appeared in Potential Anal.(2009) 31:275-310. Complete proofs of all results not appearing in standard books are given with the one exception of Dellacherie's result characterizing semipolar sets.

Keywords

Cite

@article{arxiv.1002.2399,
  title  = {Duality theory for Markov processes: Part 1},
  author = {Ronald Getoor},
  journal= {arXiv preprint arXiv:1002.2399},
  year   = {2010}
}

Comments

78 pages

R2 v1 2026-06-21T14:46:08.877Z