L^2 properties of Lévy generators on compact Riemannian manifolds

DOI10.1007/S10959-019-00980-3zbMATH Open1465.58013arXiv1907.11123OpenAlexW2999282646WikidataQ115382037 ScholiaQ115382037MaRDI QIDQ2031024FDOQ2031024

David Applebaum, Rosemary Shewell Brockway

Publication date: 8 June 2021

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

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.

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

zbMATH Keywords

generatorRiemannian manifoldSobolev spacetransition densityconnectionframe bundleFeller semigrouphorizontal vector fieldLévy processLévy measure

Mathematics Subject Classification ID

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

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Cited In (6)

• Lévy processes on smooth manifolds with a connection
• On hypoellipticity of generators of Lévy processes
• On Cauchy-Riemann manifolds the Levy forms of which have a positive eigenvalue
• Isotropic Lévy processes on Riemannian manifolds.
• The \(\Gamma\)-antilocality of stable generators whose Lévy measures are supported on a cone
• Abstract McKean-Vlasov and Hamilton-Jacobi-Bellman equations, their fractional versions and related forward-backward systems on Riemannian manifolds

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