Article ID Journal Published Year Pages File Type
4592620 Journal of Functional Analysis 2006 35 Pages PDF
Abstract

The Lévy–Khintchine formula or, more generally, Courrège's theorem characterizes the infinitesimal generator of a Lévy process or a Feller process on Rd. For more general Markov processes, the formula that comes closest to such a characterization is the Beurling–Deny formula for symmetric Dirichlet forms. In this paper, we extend these celebrated structure results to include a general right process on a metrizable Lusin space, which is supposed to be associated with a semi-Dirichlet form. We start with decomposing a regular semi-Dirichlet form into the diffusion, jumping and killing parts. Then, we develop a local compactification and an integral representation for quasi-regular semi-Dirichlet forms. Finally, we extend the formulae of Lévy–Khintchine and Beurling–Deny in semi-Dirichlet forms setting through introducing a quasi-compatible metric.

Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory