A complete form of the classical theorem by Gauss-M. Riesz-Frostman is given for a large of Markov processes without the usual hypothesis of duality. The idea leads to a probabilistic solution of Robin’s problem and it is based on the last exit time from a transient set.
On donne une forme complète du théorème classique de Gauss-M. Riesz-Frostman pour une classe étendue de processus de Markoff, sans les hypothèses habituelles de dualité. L’idée mène à une solution probabiliste du problème de Robin et elle est basée sur le temps de la dernière sortie d’un ensemble transient.
Chung, Kai Lai. Probabilistic approach in potential theory to the equilibrium problem. Annales de l'Institut Fourier, Tome 23 (1973) no. 3, pp. 313-322. doi: 10.5802/aif.479
@article{AIF_1973__23_3_313_0,
author = {Chung, Kai Lai},
title = {Probabilistic approach in potential theory to the equilibrium problem},
journal = {Annales de l'Institut Fourier},
pages = {313--322},
year = {1973},
publisher = {Institut Fourier},
address = {Grenoble},
volume = {23},
number = {3},
doi = {10.5802/aif.479},
zbl = {0258.31012},
mrnumber = {52 #12098},
language = {en},
url = {https://aif.centre-mersenne.org/articles/10.5802/aif.479/}
}
TY - JOUR AU - Chung, Kai Lai TI - Probabilistic approach in potential theory to the equilibrium problem JO - Annales de l'Institut Fourier PY - 1973 SP - 313 EP - 322 VL - 23 IS - 3 PB - Institut Fourier PP - Grenoble UR - https://aif.centre-mersenne.org/articles/10.5802/aif.479/ DO - 10.5802/aif.479 LA - en ID - AIF_1973__23_3_313_0 ER -
%0 Journal Article %A Chung, Kai Lai %T Probabilistic approach in potential theory to the equilibrium problem %J Annales de l'Institut Fourier %D 1973 %P 313-322 %V 23 %N 3 %I Institut Fourier %C Grenoble %U https://aif.centre-mersenne.org/articles/10.5802/aif.479/ %R 10.5802/aif.479 %G en %F AIF_1973__23_3_313_0
[1] , Les étapes et les aspects multiples de la théorie du potentiel, L'Enseignement mathématique, 58 (1972), 1-36. | Zbl | MR
[2] and , Diffusion Processes and Their Sample Paths, Springer-Verlag, 1965. | Zbl | MR
[3] , A probabilistic interpretation of equilibrium charge distribution, J. Math. Kyoto Univ., 4 (1965), 617-623. | Zbl | MR
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