Skip to main content
Log in

Dirichlet operators and the positive maximum principle

  • Published:
Integral Equations and Operator Theory Aims and scope Submit manuscript

Abstract

Let (A, D(A)) denote the infinitesimal generator of some strongly continuous sub-Markovian contraction semigroup onL p (m), p≥1 andm not necessarily σ-finite. We show under mild regularity conditions thatA is a Dirichlet operator in all spacesL q (m), q≥p. It turns out that, in the limitq→∞,A satisfies the positive maximum principle. If the test functionsC c ⊂D(A), then the positive maximum principle implies thatA is a pseudo-differential operator associated with a negative definite symbol, i.e., a Lévy-type operator. Conversely, we provide sufficient criteria for an operator (A, D(A)) onL p(m) satisfying the positive maximum principle to be a Dirichlet operator. If, in particular,A onL 2 (m) is a symmetric integro-differential operator associated with a negative definite symbol, thenA extends to a generator of a regular (symmetric) Dirichlet form onL 2 (m) with explicitly given Beurling-Deny formula.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Bouleau, N. etF. Hirsch, Formes de Dirichlet générales et densité des variables aléatoires réelles sur l'espace de Wiener.J. Funct. Anal. 69 (1986), 229–259.

    Google Scholar 

  2. Bouleau, N. andF. Hirsch,Dirichlet Forms and Analysis on Wiener Space, de Gruyter, Studies in Mathematics vol.14, Berlin 1991.

    Google Scholar 

  3. Butzer, P. L. andH. Berens,Semi-Groups of Operators and Approximation, Springer, Grundlehren math. Wiss. Bd.145, Berlin 1967.

    Google Scholar 

  4. Courrège, Ph., Sur la forme intégro-différentielle des opérateurs deC K dansC satisfaisant au principe du maximum,Sém. Théorie du Potentiel (1965/66) exposé 2, 38 pp.

  5. Ethier, St. E. andTh. G. Kurtz,Markov Processes: Characterization and Convergence, Wiley, Series in Probab. and Math. Stat., New York 1986.

    Google Scholar 

  6. Farkas, W., Jacob, N. andR. L. Schilling, Feller semigroups,L p-sub-Markovian semigroups, and applications to pseudo-differential operators with negative definite symbols, to appear inForum Math.

  7. Fukushima, M., Oshima, Y., andM. Takeda,Dirichlet Forms and Symmetric Markov Processes, de Gruyter, Studies in Math. vol.19, Berlin 1994.

    Google Scholar 

  8. Hoh, W.,Pseudo Differential Operators Generating Markov Processes, Habilitationsschrift, Universität Bielefeld 1998.

  9. Hoh, W. andN. Jacob, Some Dirichlet forms generated by pseudo differential operators,Bull. Sc. Math. 2e. sér. 116 (1992), 383–398.

    Google Scholar 

  10. Jacob, N., An application of (r, 2)-capacities to pseudo differential operators,Stochastics and Stochastics Reports 47 (1994), 193–200.

    Google Scholar 

  11. Jacob, N., Non-local (semi-)Dirichlet forms generated by pseudo differential operators, in:Ma, Z. M., Röckner, M. and J. A. Yan (eds.),Dirichlet Forms and Stochastic Processes. Proc. Intnl. Conf. Dirichlet Forms and Stochastic Processes, Beijing 1993, de Gruyter, Berlin 1995, 223–233.

    Google Scholar 

  12. Jacob, N.,Pseudo-differential operators and Markov processes, Akademie-Verlag, Mathematical Research vol.94, Berlin 1996.

    Google Scholar 

  13. Jacob, N., Generators of Feller semigroups as generators ofL p-sub-Markovian semigroups, in:Lumer, G. andL. Weis (eds.),Proc. 6th. Intnl. Conference on evolution equations and their applications, Marcel Dekker, New York 2000.

    Google Scholar 

  14. Jacob, N.,Pseudo Differential Operators and Markov Processes. Vol. 1: Fourier Analysis and Semigroups, book manuscript.

  15. Jacob, N. andR. L. Schilling, Lévy-type processes and pseudo-differential operators, to appear in:Mikosch T. et al. (eds.),Lévy processes and related topics, Birkhäuser.

  16. Liskevich, V. A. andYu. A. Semenov, Some problems on Markov semigroups, in:M. Demuth et al.,Schrödinger Operators, Markov Semigroups, Wavelet Analysis, Operator Algebras, Akademie Verlag, Mathematical Topics vol.11, Berlin 1996, 163–217.

    Google Scholar 

  17. Ma, Z.-M. andM. Röckner,Introduction to the Theory of (Non-Symmetric) Dirichlet Forms, Springer, Universitext, Berlin 1992.

    Google Scholar 

  18. Ma, Z.-M. andM. Röckner, Markov processes associated with positivity preserving coercive forms,Canadian J. Math. 47 (1995), 817–840.

    Google Scholar 

  19. Nagel, R. (ed.),One-parameter Semigroups of Positive Operators, Springer, Lecture Notes Math. vol.1184, Berlin 1986.

    Google Scholar 

  20. Phillips, R. S.: Semi-groups of positive contraction operators,Czechoslovak Math. J. 12 (1962), 294–313.

    Google Scholar 

  21. Schilling, R. L., On Feller processes with sample paths in Besov spacesMath. Ann.,309 (1997), 663–675.

    Google Scholar 

  22. Schilling, R. L., Feller processes generated by pseudo-differential operators: On the Hausdorff dimension of their sample paths,J. Theor. Probab. 11 (1998), 303–330.

    Google Scholar 

  23. Schilling, R. L., Conservativeness and Extensions of Feller Semigroups,Positivity 2 (1998), 239–256.

    Google Scholar 

  24. Schilling, R. L., Growth and Hölder conditions for the sample paths of Feller processes,Probab. Theor. Relat. Fields 112 (1998), 565–611.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Schilling, R.L. Dirichlet operators and the positive maximum principle. Integr equ oper theory 41, 74–92 (2001). https://doi.org/10.1007/BF01202532

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01202532

Navigation