Construction by subordination of processes with jumps on infinite dimensional state spaces and corresponding non local Dirichlet forms (Q2702420)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Construction by subordination of processes with jumps on infinite dimensional state spaces and corresponding non local Dirichlet forms |
scientific article |
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16 December 2001
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subordination
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Bernstein function
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spectral calculus
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Dirichlet form
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Ornstein-Uhlenbeck process
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Construction by subordination of processes with jumps on infinite dimensional state spaces and corresponding non local Dirichlet forms (English)
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The authors use subordination in the sense of Bochner to construct symmetric non-local quasi-regular Dirichlet forms on infinite-dimensional state spaces. They consider any symmetric Markov semigroup on \(L^2(X, m)\), \((X,m)\) is some measure space, which is then subordinated with respect to a Bernstein function. A concrete representation for the subordinate generator is given and its cores and domain are characterized. It is shown that closability and quasi-regularity of the associated Dirichlet forms as well as the (essential) self-adjointness of their generators is hereditary under subordination. The results are then applied in order to construct jump-type processes and to subordinate the infinite-dimensional Ornstein-Uhlenbeck process.NEWLINENEWLINEFor the entire collection see [Zbl 0953.00049].
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