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Article . 2011 . Peer-reviewed
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Opuscula Mathematica
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Opuscula Mathematica
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On the Bochner subordination of exit laws

Authors: Mohamed Hmissi; Wajdi Maaouia;

On the Bochner subordination of exit laws

Abstract

Let \(\mathbb{P}=(P_t)_{t\ge 0}\) be a sub-Markovian semigroup on \(L^2(m)\), let \(\beta=(\beta_t)_{t\ge 0}\) be a Bochner subordinator and let \(\mathbb{P}^{\beta}=(P_t^{\beta})_{t\ge 0}\) be the subordinated semigroup of \(\mathbb{P}\) by means of \(\beta\), i.e. \(P^{\beta}_s:=\int_0^{\infty} P_r\,\beta_s(dr)\). Let \(\varphi:=(\varphi_t)_{t\gt 0}\) be a \(\mathbb{P}\)-exit law, i.e. \[ P_t\varphi_s= \varphi_{s+t}, \qquad s,t\gt 0\] and let \(\varphi^{\beta}_t:=\int_0^{\infty} \varphi_s\,\beta_t(ds)\). Then \(\varphi^{\beta}:=(\varphi_t^{\beta})_{t\gt 0}\) is a \(\mathbb{P}^{\beta}\)-exit law whenever it lies in \(L^2(m)\). This paper is devoted to the converse problem when \(\beta\) is without drift. We prove that a \(\mathbb{P}^{\beta}\)-exit law \(\psi:=(\psi_t)_{t\gt 0}\) is subordinated to a (unique) \(\mathbb{P}\)-exit law \(\varphi\) (i.e. \(\psi=\varphi^{\beta}\)) if and only if \((P_tu)_{t\gt 0}\subset D(A^{\beta})\), where \(u=\int_0^{\infty} e^{-s} \psi_s ds\) and \(A^{\beta}\) is the \(L^2(m)\)-generator of \(\mathbb{P}^{\beta}\).

Keywords

T57-57.97, Applied mathematics. Quantitative methods, subordinator, exit law, sub-Markovian semigroup, Bochner subordination, Bernstein function

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
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