Noyaux potentiels associés à une filtration
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 |