Abstract
In this article we explore properties of subordinated d-parameter groups. We show that they are semi-groups, inheriting the properties of the subordinator via a transference principle. Applications range from infinitely divisible processes on a torus to the definition of inhomogeneous d-dimensional fractional derivative operators.
M. Kovács is partially supported by postdoctoral grant No. 623-2005-5078 of the Swedish Research Council and research grant (CZN-14/2005) of the Science and Technology Foundation.
M.M. Meerschaert is partially supported by USA National Science Foundation grant DMS-0417869.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
W. Arendt, Ch. Batty, M. Hieber and F. Neubrander, Vector-valued Laplace Transforms and Cauchy Problems, Monographs in Mathematics 96, Birkhäuser Verlag, 2001.
B. Baeumer and M. Kovács, Subordinated groups of linear operators: properties via the transference principle and the related unbounded operational calculus, submitted (2006).
B. Baeumer and M.M. Meerschaert, Stochastic solutions for fractional Cauchy problems, Fractional Calculus and Applied Analysis 4 (2001), 481–500.
C. Berg, K. Boyadzhiev and R. DeLaubenfels, Generation of generators of holomorphic semigroups, J. Austral. Math. Soc. (Series A) 55 (1993), 246–269.
P.L. Butzer, H. Berens, Semi-groups of Operators and Approximation, Springer-Verlag, 1967.
A.S. Carasso and T. Kato, On Subordinated holomorphic semigroups, Trans. Amer. Math. Soc. 327 (1991), 867–878.
R.R. Coifman and G. Weiss, Transference methods in analysis, Regional Conference Series in Mathematics 31, American Mathematical Society, 1977.
K.J. Engel and R. Nagel, One-Parameter Semigroups for Linear Evolution Equations, Springer-Verlag, 2000.
W. Feller, An Introduction to Probability Theory and Applications. Volumes I and II, John Wiley and Sons, 1966.
E. Hille and R.S. Phillips, Functional Analysis and Semi-Groups, Colloquium Publications 31, American Mathematical Society, 1957.
L. Hörmander, Estimates for translation invariant operators in L pspaces, Acta Math. 104 (1960), 93–139.
G.A. Hunt, Semi-groups of measures on Lie groups, Trans. Amer. Math. Soc. 81(2) (1956), 264–293.
N. Jacob and R.L. Schilling, An analytic proof of the Lévy-Khinchin formula on ℝn, Publ. Math. Debrecen 53(1–2) (1998), 69–89.
Z.J. Jurek and J.D. Mason, Operator-Limit Distributions in Probability Theory, John Wiley, New York, 1993.
M. Kovács, On positivity, shape, and norm-bound preservation of time-stepping methods for semigroups, J. Math. Anal. Appl. 304 (2005), 115–136.
M.M. Meerschaert, D.A. Benson, H.P. Scheffler and B. Baeumer, Stochastic solution of space-time fractional diffusion equations. Phys. Rev. E 65 (2002), 1103–1106.
M.M. Meerschaert and H.P. Scheffler, Limit Distributions for Sums of Independent Random Vectors: Heavy Tails in Theory and Practice, Wiley Interscience, New York, 2001.
M.M. Meerschaert and H.P. Scheffler, Nonparametric methods for heavy tailed vector data: A survey with applications from finance and hydrology. In Recent advances and trends in nonparametric statistics, M. G. Akritas and D.N. Politis, Eds., Elsevier Science (2003), 265–279. Web: http://www.maths.otago.ac.nz/~mcubed/NPsurvey.pdf.
M.M. Meerschaert, D.A. Benson and B. Baeumer, Operator Lévy motion and multiscaling anomalous diffusion, Phys. Rev. E 63 (2001), 1112–1117.
R.S. Phillips, On the generation of semigroups of linear operators, Pacific J. Math. 2 (1952), 343–369.
R.L. Schilling, Growth and Hölder conditions for sample paths of Feller processes. Probability Theory and Related Fields 112 565–611 (1998).
K.-I. Sato, Lévy Processes and Infinitely Divisible Distributions, Cambridge Studies in Advanced Mathematics 68, Cambridge University Press, 1999.
R. Schumer, D.A. Benson, M.M. Meerschaert and B. Baeumer, Multiscaling fractional advection-dispersion equations and their solutions, Water Resources Research 39 (2003), 1022–1032.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Additional information
Dedicated to Günter Lumer; You were quite an inspiration!
Rights and permissions
Copyright information
© 2007 Birkhäuser Verlag Basel/Switzerland
About this chapter
Cite this chapter
Baeumer, B., Kovács, M., Meerschaert, M.M. (2007). Subordinated Multiparameter Groups of Linear Operators: Properties via the Transference Principle. In: Amann, H., Arendt, W., Hieber, M., Neubrander, F.M., Nicaise, S., von Below, J. (eds) Functional Analysis and Evolution Equations. Birkhäuser Basel. https://doi.org/10.1007/978-3-7643-7794-6_3
Download citation
DOI: https://doi.org/10.1007/978-3-7643-7794-6_3
Publisher Name: Birkhäuser Basel
Print ISBN: 978-3-7643-7793-9
Online ISBN: 978-3-7643-7794-6
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)