Brownian motion generated by the Lévy Laplacian (Q1896947): Difference between revisions

If \(l\) is a linear functional on a vector space \({\mathcal L}_H\) consisting of (some not necessarily continuous) linear operators on the Hilbert space \(H\), then a second order differential operator defined by \(l\) is a linear map of a subspace of the space of twice differentiable (real or complex) functions on \(H\) into the space of (all) functions on \(H\) defined by \((\Delta^lf) (x) = l(f''(x))\). In particular, if \({\mathcal L}_H\) is the space of all kernel operators on \(H\) and \(l(A) = \text{tr} A\) \((A \in {\mathcal L}_H)\), then \(\Delta^l\) is the ordinary (``classical'') Laplace operator; if \(l\) is the functional wose value on each operator of the form \(\lambda I + K\) (where \(I\) is the identity map, \(K\) is a compact operator on \(H\), and \(\lambda \in \mathbb{C})\) is equal to \(\lambda\), then \(\Delta^l\) is the Lévy-Laplace operator, which we shall subsequently call the Lévy Laplacian; one can derive operators on spaces of vector-valued functions and on spaces of functions defined on a non-Hilbert space analogously. A method for obtaining an explicit formula for a solution of the heat equation corresponding to the Lévy Laplacian based on the Fourier transform was described in [first and third author, Preprint 141 (Vito Volterra Centre, 1993)]. In the present note we formulate existence and uniqueness theorems for this equation; afterwards the semigroup which arises here, called the Lévy semigroup, is used to construct a Markov process which is called Lévy Brownian motion.