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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...
Published in: | Probability and Mathematical Statistics |
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ISSN: | 0208-4147 |
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Wrocław
University of Wrocław
2020
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URI: | https://cronfa.swan.ac.uk/Record/cronfa48685 |
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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 |
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1c65edfdcd4ef282f3953f359c5e7209 a3ccb52fd116c445e321941d9f3c662a |
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1c65edfdcd4ef282f3953f359c5e7209_***_Kristian Evans a3ccb52fd116c445e321941d9f3c662a_***_Neils Jacob |
author |
Kristian Evans Neils Jacob |
author2 |
Kristian Evans Neils Jacob |
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Journal article |
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Probability and Mathematical Statistics |
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40 |
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2 |
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205 |
publishDate |
2020 |
institution |
Swansea University |
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0208-4147 |
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10.37190/0208-4147.40.2.2 |
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University of Wrocław |
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Faculty of Science and Engineering |
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Faculty of Science and Engineering |
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Faculty of Science and Engineering |
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School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics |
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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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1763753020708880384 |
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11.021648 |