On adjoint additive processes

MaRDI QIDQ4999833zbMATH OpenFDO

Authors Kristian P. Evans, Niels Jacob

Publication date 2 July 2021

Full work available at URL https://arxiv.org/abs/1901.03529

zbMATH Keywords

metric measure spacesadditive processestransition functionsLévy processesadjoint densities

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Processes with independent increments; Lévy processes (60G51) Transition functions, generators and resolvents (60J35) One-parameter semigroups and linear evolution equations (47D06)

Abstract: Starting with an additive process $(Y_t{)}_{tgeq0}$, it is in certain cases possible to construct an adjoint process $(X_t{)}_{tgeq0}$ which is itself additive. Moreover, assuming that the transition densities of $(Y_t{)}_{tgeq0}$ are controlled by a natural pair of metrics $mathrm{d}_{psi,t}$ and $delt{a}_{psi,t}$, we can prove that the transition densities of $(X_t{)}_{tgeq0}$ are controlled by the metrics $delt{a}_{psi,1/t}$ replacing $mathrm{d}_{psi,t}$ and $mathrm{d}_{psi,1/t}$ replacing $delt{a}_{psi,t}$.

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Cited in

(5)

• Some geometric observations on heat kernels of Markov semigroups with non-local generators
• Additive processes on nuclear spaces
• Addendum to the Elementary Process Theory
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• On non-negative solutions to space-time partial differential equations of higher order

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