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Functions harmonic for a Markov process

✍ Scribed by M. G. Shur


Publisher
SP MAIK Nauka/Interperiodica
Year
1973
Tongue
English
Weight
399 KB
Volume
13
Category
Article
ISSN
0001-4346

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## Abstract Let __X__ be a standard Markov process with state space __E__ and let __F__ be a closed subset of __E__. A nonnegative function __f__ on __F__ is extended probabilistically to a function __h~f~__ on the whole space __E__. We show that the extension __h~f~__ is harmonic with respect to _