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Pseudo-differential operators and Markov semigroups on compact Lie groups
Authors:David Applebaum
Institution:School of Mathematics and Statistics, University of Sheffield, Hicks Building, Hounsfield Road, Sheffield, England, S3 7RH, United Kingdom
Abstract:We extend the Ruzhansky-Turunen theory of pseudo-differential operators on compact Lie groups into a tool that can be used to investigate group-valued Markov processes in the spirit of the work in Euclidean spaces of N. Jacob and collaborators. Feller semigroups, their generators and resolvents are exhibited as pseudo-differential operators and the symbols of the operators forming the semigroup are expressed in terms of the Fourier transform of the transition kernel. The symbols are explicitly computed for some examples including the Feller processes associated to stochastic flows arising from solutions of stochastic differential equations on the group driven by Lévy processes. We study a family of Lévy-type linear operators on general Lie groups that are pseudo-differential operators when the group is compact and find conditions for them to give rise to symmetric Dirichlet forms.
Keywords:Feller semigroup  Pseudo-differential operator  Symbol  Fourier transform  Peter-Weyl theorem  Lie group  Lie algebra  Convolution semigroup  Courrè  ge-Hunt operator  Sobolev space  Dirichlet form  Beurling-Deny representation
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