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Extensions of Lévy-Khintchine formula and Beurling-Deny formula in semi-Dirichlet forms setting
Authors:Ze-Chun Hu  Zhi-Ming Ma  Wei Sun
Affiliation:a College of Mathematics, Sichuan University, Chengdu 610064, China
b Department of Mathematics, Nanjing University, Nanjing 210093, China
c Institute of Applied Mathematics, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100080, China
d Department of Mathematics and Statistics, Concordia University, Montreal H4B 1R6, Canada
Abstract:The Lévy-Khintchine formula or, more generally, Courrège's theorem characterizes the infinitesimal generator of a Lévy process or a Feller process on Rd. 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 Lévy-Khintchine and Beurling-Deny in semi-Dirichlet forms setting through introducing a quasi-compatible metric.
Keywords:  vy-Khintchine formula   Beurling-Deny formula   Quasi-regular semi-Dirichlet form   Local compactification   Integral representation   Quasi-compatible metric
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