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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 |
| Published: |
Wrocław
University of Wrocław
2020
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| Online Access: |
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| 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. |
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| 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 |