首页 | 本学科首页   官方微博 | 高级检索  
     检索      


On a Class of Non-Translation Invariant Feller Semigroups on Lie Groups
Authors:Applebaum  David
Institution:(1) Department of Mathematics, Statistics and Operational Research, Nottingham Trent University, Burton Street, NG1 4BU Nottingham, England, UK
Abstract:We consider a class of Feller semigroups on Lie groups which fail to commute with left translation due to the existence of a cocycle h which is identically one for Lévy processes. Under certain conditions, we are able to show that the infinitesimal generator of such a semigroup has the Lévy–Khintchine–Hunt form but with variable characteristics, thus we obtain an extension of classical work in Euclidean space by Courrège.
Keywords:Feller semigroup  Hunt's formula  Hunt function    vy kernel  Ornstein–  Uhlenbeck process  hypoellipticity
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号