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On Adjoint Additive Processes

Kristian Evans, Neils Jacob

Probability and Mathematical Statistics, Volume: 40, Issue: 2, Pages: 205 - 223

Swansea University Authors: Kristian Evans, Neils Jacob

Abstract

Starting with an additive process (Yt)t0, it is in certain cases possible to construct an adjoint process (Xt)t0 which is itself additive. Moreover, assuming that the transition densities of (Yt)t0 are controlled by a natural pair of metrics dψ,t and δψ,t, we can prove that the transition densities...

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Published in: Probability and Mathematical Statistics
ISSN: 0208-4147
Published: Wrocław University of Wrocław 2020
Online Access: Check full text

URI: https://cronfa.swan.ac.uk/Record/cronfa48685
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Abstract: Starting with an additive process (Yt)t0, it is in certain cases possible to construct an adjoint process (Xt)t0 which is itself additive. Moreover, assuming that the transition densities of (Yt)t0 are controlled by a natural pair of metrics dψ,t and δψ,t, we can prove that the transition densities of (Xt)t0 are controlled by the metrics δψ,1/t replacing dψ,t and dψ,1/t replacing δψ,t.
Keywords: Additive processes; Lévy processes, adjoint densities, transition functions, metric measure spaces.
College: Faculty of Science and Engineering
Issue: 2
Start Page: 205
End Page: 223