Green measures for Markov processes

dc.contributor.author	Kondratiev, Yuri
dc.contributor.author	Silva, José L. da
dc.date.accessioned	2024-11-07T14:15:58Z
dc.date.available	2024-11-07T14:15:58Z
dc.date.issued	2020
dc.identifier.citation	Kondratiev, Yu. Green measures for Markov processes / Yu. Kondratiev, J. L. da Silva // Methods of Functional Analysis and Topology : Quarterly journal. – 2020. – Vol. 26, № 3. – pp. 241-248.	uk
dc.identifier.uri	http://enpuir.npu.edu.ua/handle/123456789/46656
dc.description.abstract	In this paper we study Green measures of certain classes of Markov processes. In particular Brownian motion and processes with jump generators with different tails. The Green measures are represented as a sum of a singular and a regular part given in terms of the jump generator. The main technical question is to find a bound for the regular part.	uk
dc.description.abstract		uk
dc.language.iso	en	uk
dc.subject	Markov processes	uk
dc.subject	Green measures	uk
dc.subject	compound Poisson process	uk
dc.subject	Brownian motion	uk
dc.subject		uk
dc.subject		uk
dc.subject		uk
dc.subject		uk
dc.title	Green measures for Markov processes	uk
dc.title.alternative		uk
dc.type	Article	uk
dc.identifier.doi	10.31392/MFAT-npu26_3.2020.05