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- W4301225872 abstract "For a fixed right process $X$ we investigate those functions $u$ for which $u(X)$ is a quasimartingale. We prove that $u(X)$ is a quasimartingale if and only if $u$ is the dif- ference of two finite excessive functions. In particular, we show that the quasimartingale nature of $u$ is preserved under killing, time change, or Bochner subordination. The study relies on an analytic reformulation of the quasimartingale property for $u(X)$ in terms of a certain variation of $u$ with respect to the transition function of the process. We provide sufficient conditions under which $u(X)$ is a quasimartingale, and finally, we extend to the case of semi-Dirichlet forms a semimartingale characterization of such functionals for symmetric Markov processes, due to Fukushima." @default.
- W4301225872 created "2022-10-05" @default.
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- W4301225872 date "2017-02-21" @default.
- W4301225872 modified "2023-09-28" @default.
- W4301225872 title "Quasimartingales associated to Markov processes" @default.
- W4301225872 doi "https://doi.org/10.48550/arxiv.1702.06282" @default.
- W4301225872 hasPublicationYear "2017" @default.
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