On the Bochner subordination of exit laws

• Autorzy: Hmissi M. , Maaouia W.
• Języki publikacji: EN

Abstrakty

EN

Let P = (Pt)t≥0 be a sub-Markovian semigroup on L2(m), let β = (βt)t≥0 be a Bochner subordinator and let Pβ = (Pβ(t ))t≥0 be the subordinated semigroup of P by means of β, i.e. Pβ(s):= ∫∞(0) Pr βs(dr). Let φ:= (φt)t>0 be a P-exit law, i.e. Ptφs = φs+t, s,t>0 and let φβ(t):= ∫∞(0)φs βt(ds). Then φβ:= (φβ(t)t>0 is a Pβ-exit law whenever it lies in L2(m). This paper is devoted to the converse problem when β is without drift. We prove that a Pβ-exit law ψ:= (ψt)t>0 is subordinated to a (unique) P-exit law φ (i.e. ψ= φ β) if and only if (Ptu)t>0 ⊂ D(Aβ), where u = ∫∞(0)e-s ψ sds and Aβ, is the L2(m)-generator of Pβ.

Słowa kluczowe

EN

sub-Markovian semigroup; exit law; subordinator; Bernstein function; Bochner subordination

• Wydawca: AGH University of Science and Technology Press
• Czasopismo: Opuscula Mathematica
• Rocznik: 2011
• Tom: Vol. 31, no. 2
• Strony: 195--207
• Opis fizyczny: Bibliogr. 16 poz.

Twórcy

autor

Hmissi M.

autor

Maaouia W.

• Département de Mathématiques Faculté des Sciences de Tunis TN-2092 El Manar Tunis Tunisia,

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