KMS Of Academy of mathematics and systems sciences, CAS
Extensions of Levy-Khintchine formula and Beurling-Deny formula in semi-Dirichlet forms setting | |
Hu, Ze-Chun; Ma, Zhi-Ming; Sun, Wei | |
2006-10-01 | |
发表期刊 | JOURNAL OF FUNCTIONAL ANALYSIS |
ISSN | 0022-1236 |
卷号 | 239期号:1页码:179-213 |
摘要 | The Levy-Khintchine formula or, more generally, Courrege's theorem characterizes the infinitesimal generator of a Levy process or a Feller process on R-d. For more general Markov processes, the formula that comes closest to such a characterization is the Beurling-Deny formula for symmetric Dirichlet forms. In this paper, we extend these celebrated structure results to include a general right process on a metrizable Lusin space, which is supposed to be associated with a semi-Dirichlet form. We start with decomposing a regular semi-Dirichlet form into the diffusion, jumping and killing parts. Then, we develop a local compactification and an integral representation for quasi-regular semi-Dirichlet forms. Finally, we extend the formulae of Levy-Khintchine and Beurling-Deny in semi-Dirichlet forms setting through introducing a quasi-compatible metric. (C) 2006 Elsevier Inc. All rights reserved. |
关键词 | Levy-Khintchine formula Beurling-Deny formula quasi-regular semi-Dirichlet form local compactification integral representation quasi-compatible metric |
DOI | 10.1016/j.jfa.2005.12.015 |
语种 | 英语 |
WOS研究方向 | Mathematics |
WOS类目 | Mathematics |
WOS记录号 | WOS:000240748200008 |
出版者 | ACADEMIC PRESS INC ELSEVIER SCIENCE |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | http://ir.amss.ac.cn/handle/2S8OKBNM/3825 |
专题 | 应用数学研究所 |
通讯作者 | Ma, Zhi-Ming |
作者单位 | 1.Chinese Acad Sci, Inst Appl Math, Acad Math & Syst Sci, Beijing 100080, Peoples R China 2.Sichuan Univ, Coll Math, Chengdu 610064, Peoples R China 3.Nanjing Univ, Dept Math, Nanjing 210093, Peoples R China 4.Concordia Univ, Dept Math & Stat, Montreal, PQ H4B 1R6, Canada |
推荐引用方式 GB/T 7714 | Hu, Ze-Chun,Ma, Zhi-Ming,Sun, Wei. Extensions of Levy-Khintchine formula and Beurling-Deny formula in semi-Dirichlet forms setting[J]. JOURNAL OF FUNCTIONAL ANALYSIS,2006,239(1):179-213. |
APA | Hu, Ze-Chun,Ma, Zhi-Ming,&Sun, Wei.(2006).Extensions of Levy-Khintchine formula and Beurling-Deny formula in semi-Dirichlet forms setting.JOURNAL OF FUNCTIONAL ANALYSIS,239(1),179-213. |
MLA | Hu, Ze-Chun,et al."Extensions of Levy-Khintchine formula and Beurling-Deny formula in semi-Dirichlet forms setting".JOURNAL OF FUNCTIONAL ANALYSIS 239.1(2006):179-213. |
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