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Subordination in the wide sense for Lévy processes
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  • Published: November 1999

Subordination in the wide sense for Lévy processes

  • Thomas Simon1 

Probability Theory and Related Fields volume 115, pages 445–477 (1999)Cite this article

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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.

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  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.fr, , , , , , FR

    Thomas Simon

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Received: 3 July 1998 / Revised version: 25 February 1999

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Simon, T. Subordination in the wide sense for Lévy processes. Probab Theory Relat Fields 115, 445–477 (1999). https://doi.org/10.1007/s004400050245

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  • Issue Date: November 1999

  • DOI: https://doi.org/10.1007/s004400050245

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