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Subordination in the sense of Bochner of L p-semigroups and associated Markov processes

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Abstract

We show that the subordination induced by a convolution semigroup (subordination in the sense of Bochner) of a C 0-semigroup of sub-Markovian operators on an L p space is actually associated to the subordination of a right (Markov) process. As a consequence, we solve the martingale problem associate with the L p-infinitesimal generator of the subordinate semigroup. We also prove quasi continuity properties for the elements of the domain of the L p-generator of the subordinate semigroup. It turns out that an enlargement of the base space is necessary. A main step in the proof is the preservation under such a subordination of the property of a Markov process to be a Borel right process. We use several analytic and probabilistic potential theoretical tools.

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Correspondence to Oana Lupaşcu.

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Supported by a grant of the Romanian National Authority for Scientific Research, CNCS — UEFISCDI (Grant No. PN-II-ID-PCE-2011-3-0045)

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Lupaşcu, O. Subordination in the sense of Bochner of L p-semigroups and associated Markov processes. Acta. Math. Sin.-English Ser. 30, 187–196 (2014). https://doi.org/10.1007/s10114-014-2751-1

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  • DOI: https://doi.org/10.1007/s10114-014-2751-1

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