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More on existence and uniquiness of decomposition of excessive functions and measures into extremes

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Séminaire de Probabilités XXVI

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1526))

Abstract

Necessary and sufficient conditions are derived for the existence and the uniqueness of decomposition of (normed) excessive functions into extremes. If the necessary condition is not satisfied, then a function is constructed which cannot be decomposed into extremes. Similar effect is established for excessive measures.

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Authors
  1. S. E. Kuznetsov
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Jacques Azéma Marc Yor Paul André Meyer

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© 1992 Springer-Verlag

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Kuznetsov, S.E. (1992). More on existence and uniquiness of decomposition of excessive functions and measures into extremes. In: Azéma, J., Yor, M., Meyer, P.A. (eds) Séminaire de Probabilités XXVI. Lecture Notes in Mathematics, vol 1526. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0084336

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  • DOI: https://doi.org/10.1007/BFb0084336

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-56021-0

  • Online ISBN: 978-3-540-47342-8

  • eBook Packages: Springer Book Archive

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