Lévy-Khintchine type representation of Dirichlet generators and semi-Dirichlet forms (Q494995)

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Lévy-Khintchine type representation of Dirichlet generators and semi-Dirichlet forms
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    Lévy-Khintchine type representation of Dirichlet generators and semi-Dirichlet forms (English)
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    8 September 2015
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    The Lévy-Khintchine formula or, more generally, Courrège's theorem characterizes the infinitesimal generator of a Lévy process or a Feller process on \(\mathbb{R}^n\). For more general Markov processes, the formula that comes closest to such a characterization is the Beurling-Deny formula for semi-Dirichlet forms. Let \(U\) be an open set of \(\mathbb{R}^n\), \(m\) be a positive Radon measure on \(U\) such that supp\([m]=U\), and \((P_t)_{t>0}\) be a strongly continuous contraction sub-Markovian semigroup on \(L^2(U;m)\). Denote by \((A,D(A))\) and \((\hat{A},D(\hat{A}))\) the generator and the co-generator of \((P_t)_{t>0}\), respectively. Denote by \((\mathcal{E},D(\mathcal{E}))\) the semi-Dirichlet form associated with \((P_t)_{t>0}\) if it is an analytic semigroup. The article under review gives an explicit Lévy-Khintchine type representation of \(A\) on \(C_0^{\infty}(U)\) under the assumption that \(C_0^{\infty}(U)\subset D(A)\cap D(\hat{A})\), gives an explicit characterization of \(\mathcal{E}\) on \(C_0^{\infty}(U)\) under the assumption that \((P_t)_{t>0}\) is an analytic semigroup and \(C_0^{\infty}(U)\subset D(\mathcal{E})\), and presents a LeJan-type transformation rule for the diffusion part of regular semi-Dirichlet forms on general state spaces. The article extends some results of [the reviewer et al., J. Funct. Anal. 239, No. 1, 179--213 (2006; Zbl 1105.60058)] and [the reviewer et al., Potential Anal. 32, No. 2, 101--131 (2010; Zbl 1184.31006)].
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    semi-Dirichlet form
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    Levy-Khintchine representation
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    Beurling-Deny formula
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    LeJan transformation rule
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    Dirichlet generator
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    Markov process
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