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Extensions of Lévy–Khintchine formula and Beurling–Deny formula in semi-Dirichlet forms setting

Authors :
Hu, Ze-Chun
Ma, Zhi-Ming
Sun, Wei
Source :
Journal of Functional Analysis. Oct2006, Vol. 239 Issue 1, p179-213. 35p.
Publication Year :
2006

Abstract

Abstract: The Lévy–Khintchine formula or, more generally, Courrège''s theorem characterizes the infinitesimal generator of a Lévy process or a Feller process on . 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. [Copyright &y& Elsevier]

Details

Language :
English
ISSN :
00221236
Volume :
239
Issue :
1
Database :
Academic Search Index
Journal :
Journal of Functional Analysis
Publication Type :
Academic Journal
Accession number :
21913358
Full Text :
https://doi.org/10.1016/j.jfa.2005.12.015