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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

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DOI (Published version): 10.37190/0208-4147.40.2.2

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
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URI: https://cronfa.swan.ac.uk/Record/cronfa48685
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last_indexed 2021-01-01T04:08:50Z
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spelling 2020-12-31T16:59:00.5412058 v2 48685 2019-02-05 On Adjoint Additive Processes 1c65edfdcd4ef282f3953f359c5e7209 Kristian Evans Kristian Evans true false a3ccb52fd116c445e321941d9f3c662a Neils Jacob Neils Jacob true false 2019-02-05 SMA 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. Journal Article Probability and Mathematical Statistics 40 2 205 223 University of Wrocław Wrocław 0208-4147 Additive processes; Lévy processes, adjoint densities, transition functions, metric measure spaces. 18 6 2020 2020-06-18 10.37190/0208-4147.40.2.2 https://www.math.uni.wroc.pl/~pms/publications.php?nr=40.2 COLLEGE NANME Mathematics COLLEGE CODE SMA Swansea University 2020-12-31T16:59:00.5412058 2019-02-05T10:35:24.0950401 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Kristian Evans 1 Neils Jacob 2 48685__17627__3a81deefa1de4042951ef98dff67cb26.pdf 48685VOR.pdf 2020-07-02T12:07:02.8561204 Output 248347 application/pdf Version of Record true true eng
title On Adjoint Additive Processes
spellingShingle On Adjoint Additive Processes
Kristian Evans
Neils Jacob
title_short On Adjoint Additive Processes
title_full On Adjoint Additive Processes
title_fullStr On Adjoint Additive Processes
title_full_unstemmed On Adjoint Additive Processes
title_sort On Adjoint Additive Processes
author_id_str_mv 1c65edfdcd4ef282f3953f359c5e7209
a3ccb52fd116c445e321941d9f3c662a
author_id_fullname_str_mv 1c65edfdcd4ef282f3953f359c5e7209_***_Kristian Evans
a3ccb52fd116c445e321941d9f3c662a_***_Neils Jacob
author Kristian Evans
Neils Jacob
author2 Kristian Evans
Neils Jacob
format Journal article
container_title Probability and Mathematical Statistics
container_volume 40
container_issue 2
container_start_page 205
publishDate 2020
institution Swansea University
issn 0208-4147
doi_str_mv 10.37190/0208-4147.40.2.2
publisher University of Wrocław
college_str Faculty of Science and Engineering
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hierarchy_top_id facultyofscienceandengineering
hierarchy_top_title Faculty of Science and Engineering
hierarchy_parent_id facultyofscienceandengineering
hierarchy_parent_title Faculty of Science and Engineering
department_str School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics
url https://www.math.uni.wroc.pl/~pms/publications.php?nr=40.2
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description 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.
published_date 2020-06-18T03:59:16Z
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score 11.030209

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