Abstract

The Riesz representation of Markov processes was first studied by Hunt under a set of duality assumptions. In a different direction, Chung and Rao discussed the Riesz representation and other related topics under a set of analytic conditions on the potential density with no duality hypotheses. In this paper, we first extend Chung and Rao's results under weaker assumptions, then we construct a right continuous strong dual process by using the Riesz representation. The dual process may have branching points and the set of branching points is just the set on which the uniqueness of the Riesz representation fails.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.