Title of article :
Extensions of Lévy–Khintchine formula and
Beurling–Deny formula in semi-Dirichlet forms setting
Author/Authors :
Ze-Chun Hu، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
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.
© 2006 Elsevier Inc. All rights reserved.
Keywords :
Lévy–Khintchine formula , Quasi-regular semi-Dirichlet form , Localcompactification , Quasi-compatible metric , Beurling–Deny formula , Integral representation
Journal title :
Journal of Functional Analysis
Journal title :
Journal of Functional Analysis