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Contents of PMS, Vol. 40, Fasc. 2,
pages 205 - 223
DOI: 10.37190/0208-4147.40.2.2
Published online 18.6.2020
 

On adjoint additive processes

Kristian P. Evans
Niels Jacob

Abstract: Starting with an additive process (Yt)t≥0, it is in certain cases possible to construct an adjoint process (Xt)t≥0 which is itself additive. Moreover, assuming that the transition densities of (Yt)t≥0 are controlled by a natural pair of metrics dψ,t and δψ,t, we can prove that the transition densities of (Xt)t≥0 are controlled by the metrics δψ,1/t replacing dψ,t and dψ,1/t replacing δψ,t.

2010 AMS Mathematics Subject Classification: Primary 60J30, 60J35, 60E07, 60E10, 47D03, 47D06; Secondary XXXX.

Keywords and phrases: additive processes, L\'evy processes, adjoint densities, transition functions, metric measure spaces.

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