Pseudo-differential operators and Markov semigroups on compact Lie groups (Q719565)
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English | Pseudo-differential operators and Markov semigroups on compact Lie groups |
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Pseudo-differential operators and Markov semigroups on compact Lie groups (English)
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10 October 2011
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The theory of pseudo-differential operators has been a major theme within modern analysis since the early 1960s. In the last twenty years the theory has begun to interact with the study of stochastic processes, principally through the work of Niels Jacob and his collaborators. The paper under review develops the Ruzhansky-Turunen theory of pseudo-differential operators on compact groups into a tool to study group-valued Markov processes in the spirit of the work in Euclidean spaces of N. Jacob and his collaborators. The author slightly extends the definition of pseudo-differential operator in an \(L^2\) rather than a \(C^\infty\) framework from [\textit{M. Ruzhansky} and \textit{V. Turunen}, Pseudo-differential operators and symmetries: Background analysis and advanced topics. Basel: Birkhäuser (2010; Zbl 1193.35261)]. Next, the author shows that Feller semigroups, their generators and resolvents consist of pseudo-differential operators, and the symbols of the operators forming the semigroup can be expressed in terms of the Fourier transform of the transition kernel. Furthermore, the symbols are explicitly computed for some examples including the Feller processes associated to stochastic flows arising from solutions of stochastic differential equations on a group driven by Lévy processes. In addition, the author also studies a family of Lévy-type linear operators on general Lie groups, which are pseudo-differential operators when the group is compact, and finds conditions for them to give rise to symmetric Dirichlet forms.
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Feller semigroup
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pseudo-differential operator
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symbol
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Fourier transform
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Peter-Weyl theorem
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Lie group
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Lie algebra
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convolution semigroup
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Courrege-Hunt operator
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Sobolev space
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Dirichlet form
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Beurling-Deny representation
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