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Probability Theory and Related Fields

, Volume 115, Issue 4, pp 445–477 | Cite as

Subordination in the wide sense for Lévy processes

  • Thomas Simon

Abstract.

Given (μ t ) t ≥0 a transient convolution semigroup over R d , we characterize the transient semi-groups which are subordinate in the wide sense to the latter, via some quotient relation between the two Lévy generators. This is also equivalent to an inclusion between excessive cones. Thanks to a theorem of Hirsch, this allows us in big dimensions to give a probabilistic description of some measures satisfying the classical maximum principle.

Mathematics Subject Classification (1991): 60J30, 60J45 

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Copyright information

© Springer-Verlag Berlin Heidelberg 1999

Authors and Affiliations

  • Thomas Simon
    • 1
  1. 1.Equipe d'Analyse et Probabilités, Université d'Evry-Val dEssonne Boulevard François Mitterand, F-91025 Evry Cedex, France. e-mail: simon@maths.univ-evry.frFR

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