Potential theory of infinite dimensional Lévy processes

DOI10.1016/j.jfa.2011.07.016zbMath1252.60062arXiv1007.2379MaRDI QIDQ647599

Michael Roeckner, Lucian Beznea, Aurel Cornea

Publication date: 24 November 2011

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1007.2379

zbMATH Keywords

Dirichlet problem; Lyapunov function; capacity; polar set; infinite dimensional Brownian motion; abstract Wiener space; exscessive functions; Lévy process on Hilbert space

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60H30: Applications of stochastic analysis (to PDEs, etc.)

60J45: Probabilistic potential theory

Related Items

An equivalence between the Dirichlet and the Neumann problem for the Laplace operator, Applications of compact superharmonic functions: path regularity and tightness of capacities, From resolvents to càdlàg processes through compact excessive functions and applications to singular SDE on Hilbert spaces, Some singular sample path properties of a multiparameter fractional Brownian motion, Two theorems on Hunt's hypothesis (H) for Markov processes, \(h\)-transform of Doob and nonlocal branching processes, Measure-valued discrete branching Markov processes, Connections Between the Dirichlet and the Neumann Problem for Continuous and Integrable Boundary Data

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