L^2 properties of Lévy generators on compact Riemannian manifolds

DOI10.1007/S10959-019-00980-3MaRDI QIDQ2031024zbMATH OpenOpenAlexWikidataFDO

Authors Rosemary Shewell Brockway, David Applebaum

Publication date 8 June 2021

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1907.11123

zbMATH Keywords

connectionFeller semigroupframe bundlegeneratorhorizontal vector fieldLévy measureLévy processRiemannian manifoldSobolev spacetransition density

Mathematics Subject Classification ID

General topics in linear spectral theory for PDEs (35P05) Markov semigroups and applications to diffusion processes (47D07) Diffusion processes and stochastic analysis on manifolds (58J65) Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Transition functions, generators and resolvents (60J35)

Abstract: We consider isotropic L'evy processes on a compact Riemannian manifold, obtained from an $mathbb{R}^d$-valued L'evy process through rolling without slipping. We prove that the Feller semigroups associated with these processes extend to strongly continuous contraction semigroups on $L^p$, for $1leqp<infty$, and that they are self-adjoint when $p=2$. When the motion has a non-trivial Brownian part, we prove that the generator has a discrete spectrum of eigenvalues and that the semigroup is trace-class.

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Cited in

(8)

• On Cauchy-Riemann manifolds the Levy forms of which have a positive eigenvalue
• Isotropic Lévy processes on Riemannian manifolds.
• Abstract McKean-Vlasov and Hamilton-Jacobi-Bellman equations, their fractional versions and related forward-backward systems on Riemannian manifolds
• Lévy processes on smooth manifolds with a connection
• A microlocal analysis of the Lévy generator with conjugate points
• Geodesic Lévy flights and expected stopping time for random searches
• On hypoellipticity of generators of Lévy processes
• The \(\Gamma\)-antilocality of stable generators whose Lévy measures are supported on a cone

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