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On Adjoint Additive Processes

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 نشر من قبل Kristian Evans
 تاريخ النشر 2019
  مجال البحث
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Starting with an additive process $(Y_t)_{tgeq0}$, it is in certain cases possible to construct an adjoint process $(X_t)_{tgeq0}$ which is itself additive. Moreover, assuming that the transition densities of $(Y_t)_{tgeq0}$ are controlled by a natural pair of metrics $mathrm{d}_{psi,t}$ and $delta_{psi,t}$, we can prove that the transition densities of $(X_t)_{tgeq0}$ are controlled by the metrics $delta_{psi,1/t}$ replacing $mathrm{d}_{psi,t}$ and $mathrm{d}_{psi,1/t}$ replacing $delta_{psi,t}$.



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