Noyaux potentiels associés à une filtration

Dellacherie C.; Taibi D.; Martínez, S.; San Martin, J

Abstract

"We study from the point of view of potential theory some operators V which are ""integrals of martingales"" and noteworthy the formula (I + V)-1 = I - N where N is a submarkovian kernel. We give an explicit expression of N when the filtration is finite and get the general case with an usual approximation procedure. Some links are made with the matrix theory (ultrametric and Stieltjes matrices) and the graph theory (flows and capacities) when the space is finite. © Elsevier, Paris."

Más información

Título de la Revista: ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES
Volumen: 34
Número: 6
Editorial: INST MATHEMATICAL STATISTICS
Fecha de publicación: 1998
Página de inicio: 707
Página final: 725
URL: http://www.scopus.com/inward/record.url?eid=2-s2.0-0032335899&partnerID=q2rCbXpz
DOI:

10.1016/S0246-0203(99)80001-6