Kato classes for L\'evy processes
Functional Analysis
2017-05-24 v2 Mathematical Physics
math.MP
Probability
Abstract
We prove that the definitions of the Kato class by the semigroup and by the resolvent of the L\'{e}vy process on coincide if and only if 0 is not regular for {0}. If 0 is regular for {0} then we describe both classes in detail. We also give an analytic reformulation of these results by means of the characteristic (L\'{e}vy-Khintchine) exponent of the process. The result applies to the time-dependent (non-autonomous) Kato class. As one of the consequences we obtain a simultaneous time-space smallness condition equivalent to the Kato class condition given by the semigroup.
Cite
@article{arxiv.1503.05747,
title = {Kato classes for L\'evy processes},
author = {Tomasz Grzywny and Karol Szczypkowski},
journal= {arXiv preprint arXiv:1503.05747},
year = {2017}
}
Comments
30 pages. We have shortened some arguments