Title of article :
Pseudo-differential operators and Markov semigroups on compact Lie groups
Author/Authors :
Applebaum، نويسنده , , David، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2011
Pages :
18
From page :
331
To page :
348
Abstract :
We extend the Ruzhansky–Turunen theory of pseudo-differential operators on compact Lie groups into a tool that can be used to investigate group-valued Markov processes in the spirit of the work in Euclidean spaces of N. Jacob and collaborators. Feller semigroups, their generators and resolvents are exhibited as pseudo-differential operators and the symbols of the operators forming the semigroup are expressed in terms of the Fourier transform of the transition kernel. The symbols are explicitly computed for some examples including the Feller processes associated to stochastic flows arising from solutions of stochastic differential equations on the group driven by Lévy processes. We study a family of Lévy-type linear operators on general Lie groups that are pseudo-differential operators when the group is compact and find conditions for them to give rise to symmetric Dirichlet forms.
Keywords :
Symbol , Peter–Weyl theorem , Fourier transform , Lie group , Courrège–Hunt operator , Dirichlet form , Beurling–Deny representation , Sobolev space , Feller semigroup , Convolution semigroup , Lie algebra , Pseudo-differential operator
Journal title :
Journal of Mathematical Analysis and Applications
Serial Year :
2011
Journal title :
Journal of Mathematical Analysis and Applications
Record number :
1562168
Link To Document :
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