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Multiplicative functionals of dual processes

Ronald K. Getoor (1971)

Annales de l'institut Fourier

Let X and X ^ be a pair of dual standard Markov processes. We associate to each exact multiplicative function ( M F ) , M of X a unique exact M F , M ^ of X ^ in a natural manner. Any M F , M is assumed to satisfy 0 M t 1 . The map M M ^ is bijective and multiplicative in the sense that: ( M N ) = M ^ N ^ .This correspondence is studied in some detail and several important examples are discussed.These results are then applied to study additive functionals.

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