Potential Analysis

, Volume 1, Issue 1, pp 83–92 | Cite as

Greenian bounds for Markov processes

  • Kai Lai Chung
Article

Abstract

In Section 1, a temporal bound is estimated by a spatial bound, for a Markov process whose transition density satisfies a simple condition. This includes the Brownian motion, for which comparison with a more special method is made. In Section 2, the result is related to the Green operator and examples are given. In Section 3, the result is applied to an old problem of eigenvalues of the Laplacian. In Section 4, recent extensions from the Laplacian to the Schrödinger circle-of-ideas are briefly described. In this case, time is measured by an exponential functional of the process, commonly known under the names Feynman-Kac.

This article was written as script for two talks, one general and one technical, given in Taiwan in January 1991. In the spirit of the occasion, the style of exposition is deliberately paced and discursive.

AMS subject classifications (1991)

Primary: 60J45 60J36 Secondary 60J40 35J10 

Key words

Markov process exit time Green operator Laplacian 

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References

  1. 1.
    Lectures From Markov Processes to Brownian Motion, Grundlehren der Mathematischen Wissenschaften 249, Springer-Verlag, 1982.Google Scholar
  2. 2.
    Doubly-Feller Process with Multiplicative Functional, Seminar on Stochastic Processes 1985, pp. 63–78, Birkhäuser.Google Scholar
  3. 3.
    Gauge Theorem for Unbounded Domains, Seminar on Stochastic Processes 1988, 87–98, Birkhäuser.Google Scholar
  4. 4.
    Probability Methods in Potential Theory, Potential Theory Surveys and Problems, Proceedings, Prague 1987. Lecture Notes in Mathematics 1344, 42–54, Springer-Verlag, 1987.Google Scholar

Copyright information

© Kluwer Academic Publishers 1992

Authors and Affiliations

  • Kai Lai Chung
    • 1
  1. 1.Department of MathematicsStanford UniversityStanfordUSA

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