Excessive Measures

The study of the cone of excessive measures associated with a Markov process goes back to Hunt's fundamental mem- oir [H57]. However until quite recently it received much less attention than the cone of excessive functions. The fact that an excessive function can be composed with the underlying Markov process to give a supermartingale, subject to secondary finiteness hypotheses, is crucial in the study of excessive func- tions. The lack of an analogous construct for excessive mea- sures see...