English

On Adjoint Additive Processes

Functional Analysis 2019-01-14 v1

Abstract

Starting with an additive process (Yt)t0(Y_t)_{t\geq0}, it is in certain cases possible to construct an adjoint process (Xt)t0(X_t)_{t\geq0} which is itself additive. Moreover, assuming that the transition densities of (Yt)t0(Y_t)_{t\geq0} are controlled by a natural pair of metrics dψ,t\mathrm{d}_{\psi,t} and δψ,t\delta_{\psi,t}, we can prove that the transition densities of (Xt)t0(X_t)_{t\geq0} are controlled by the metrics δψ,1/t\delta_{\psi,1/t} replacing dψ,t\mathrm{d}_{\psi,t} and dψ,1/t\mathrm{d}_{\psi,1/t} replacing δψ,t\delta_{\psi,t}.

Cite

@article{arxiv.1901.03529,
  title  = {On Adjoint Additive Processes},
  author = {Kristian P. Evans and Niels Jacob},
  journal= {arXiv preprint arXiv:1901.03529},
  year   = {2019}
}

Comments

22 pages

R2 v1 2026-06-23T07:08:56.559Z