The Annals of Probability
- Ann. Probab.
- Volume 16, Number 2 (1988), 564-585.
Killing a Markov Process Under a Stationary Measure Involves Creation
We construct the Kuznetsov measure associated with an excessive measure, $m$, and the semigroup of a process killed according to a multiplicative functional, $M$, in terms of the Kuznetsov measure corresponding to $m$ and the original semigroup and certain functionals coming from $M$. We also obtain an explicit decomposition of $m$ into its invariant and purely excessive parts relative to the killed semigroup. This decomposition involves objects related to the fine structure of $M$ that have been introduced in recent years.
Ann. Probab., Volume 16, Number 2 (1988), 564-585.
First available in Project Euclid: 19 April 2007
Permanent link to this document
Digital Object Identifier
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Primary: 60J25: Continuous-time Markov processes on general state spaces
Secondary: 60J57: Multiplicative functionals
Getoor, R. K. Killing a Markov Process Under a Stationary Measure Involves Creation. Ann. Probab. 16 (1988), no. 2, 564--585. doi:10.1214/aop/1176991773. https://projecteuclid.org/euclid.aop/1176991773