Lévy processes, pseudo-differential operators and Dirichlet forms in the Heisenberg group (Q2388663): Difference between revisions

N. Jacob and his colleagues have recently made many interesting investigations of Markov processes in Euclidean space where the infinitesimal generator of the associated semigroup is a pseudo-differential operator in the Kohn-Nirenberg sense [see \textit{N. Jacob} and \textit{R. Schilling}, in: Lévy process: Theory and applications, 139--169 (2001), and \textit{N. Jacob}, ``Pseudo-differential operators and Markov processes'' (1996; Zbl 0860.60002)]. In this paper, the authors extend this programme to the Heisenberg group where one can utilise the Weyl calculus to build pseudo-differential operators. In fact, they obtain the general form of symbol for infinitesimal generators and then investigate a natural sub-class of group-valued processes whose components are a Lévy process in phase space and the associated Lévy area process on the real line. These are applied to clarify Gaveau's probabilistic proof for Mehler's formula. They also describe some properties of the generator in its Schrödinger representation. In particular, when this operator is positive and symmetric, they show that it does not always give rise to a Dirichlet form and they obtain a Beurling-Deny type formula in which the jump measure may take negative values. When a bona fide Dirichlet form is induced, they give conditions under which there is an explicit description of the associated Hunt process which lives in extended Euclidean space.