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A Remark on Regularity of Excessive Functions for Certain Diffusions

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Seminar on Stochastic Processes, 1990

Part of the book series: Progress in Probability ((PRPR,volume 24))

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Abstract

In an earlier paper [4], the first author has shown that a diffusion process whose potential kernel satisfies certain analytic conditions, has all of its excessive harmonic functions, which are not identically infinite, continuous. In a subsequent paper [5], the same author has shown that under these conditions the excessiveness of its nonnegative harmonic functions is automatic. In this paper we are showing that a regularity condition for the excessive functions introduced here, will imply that the Riesz measure does not charge the semi-polar sets of the process.

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References

  1. R. M. Blumenthal and R. K. Getoor, Markov Processes and Potential Theory, New York, Academic Press, 1968.

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  2. K. L. Chung and M. Rao, A new setting for Potential Theory, Ann. Inst. Fourier 30, 1980, 167–198.

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  3. K. L. Chung, Probabilistic approach in Potential Theory to the equilibrium problem, Ann. Inst. Fourier 23, 1973.

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  4. Z. R. Pop-Stojanovic, Continuity of Excessive Harmonic Functions for certain Diffusions, Proc. the AMS, Vol. 103, num. 2, 1988, 607–611.

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  5. Z. R. Pop-Stojanovic, Excessiveness of Harmonic Functions for Certain Diffusions, Journal of Theoretical Probability, Vol. 2, No. 4, 1989, 503–508.

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Pop-Stojanovic, Z.R. (1991). A Remark on Regularity of Excessive Functions for Certain Diffusions. In: Çinlar, E., Fitzsimmons, P.J., Williams, R.J. (eds) Seminar on Stochastic Processes, 1990. Progress in Probability, vol 24. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4684-0562-0_14

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  • DOI: https://doi.org/10.1007/978-1-4684-0562-0_14

  • Publisher Name: Birkhäuser, Boston, MA

  • Print ISBN: 978-0-8176-3488-9

  • Online ISBN: 978-1-4684-0562-0

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