Electronic Resource
Springer
Probability theory and related fields
115 (1999), S. 445-477
ISSN:
1432-2064
Keywords:
Mathematics Subject Classification (1991): 60J30, 60J45
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
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.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/s004400050245
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