Subordination in the wide sense for Lévy processes
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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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