English

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 Rd\mathbb{R}^d 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

R2 v1 2026-06-22T08:57:03.958Z