The aim of the paper is two-fold. First, we investigate the ψ-Bessel potential spaces on ${ℝ}_{0+}^{n+1}$ and study some of their properties. Secondly, we consider the fractional powers of an operator of the form $-A_{\pm }=-\psi \left(D_{x^{\text{'}}}\right)\pm \partial /\left(\partial x_{n+1}\right)$, $(x^{\text{'}},x_{n+1})\in {ℝ}_{0+}^{n+1}$, where $\psi \left(D_{x^{\text{'}}}\right)$ is an operator with real continuous negative definite symbol ψ: ℝⁿ → ℝ. We define the domain of the operator $-{(-A_{\pm })}^{\alpha }$ and prove that with this domain it generates an $L_p$-sub-Markovian semigroup.

Let be a locally compact Hausdorff space. Let $A_i$, i = 0,1,...,N, be generators of Feller semigroups in C₀() with related Feller processes $X_i=X_i\left(t\right),t\ge 0$ and let ${\alpha }_i$, i = 0,...,N, be non-negative continuous functions on with ${\sum }_{i=0}^N{\alpha }_i=1$. Assume that the closure A of ${\sum }_{k=0}^N{\alpha }_k{A}_k$ defined on ${\bigcap }_{i=0}^N\left(A_i\right)$ generates a Feller semigroup T(t), t ≥ 0 in C₀(). A natural interpretation of a related Feller process X = X(t), t ≥ 0 is that it evolves according to the following heuristic rules: conditional on being at a point p ∈ , with probability ${\alpha }_i\left(p\right)$, the process...

We study one-dimensional Lévy processes with Lévy-Khintchine exponent ψ(ξ²), where ψ is a complete Bernstein function. These processes are subordinate Brownian motions corresponding to subordinators whose Lévy measure has completely monotone density; or, equivalently, symmetric Lévy processes whose Lévy measure has completely monotone density on (0,∞). Examples include symmetric stable processes and relativistic processes. The main result is a formula for the generalized eigenfunctions of transition...

Let $X$ be a $\mu$-symmetric Hunt process on a LCCB space $𝙴$. For an open set $𝙶\subseteq 𝙴$, let ${\tau }_{𝙶}$ be the exit time of $X$ from $𝙶$ and $A^{𝙶}$ be the generator of the process killed when it leaves $𝙶$. Let $r:[0,\infty [\to [0,\infty [$ and $R\left(t\right)={\int }_0^{t}r\left(s\right)\mathrm{d}s$. We give necessary and sufficient conditions for ${𝔼}_{\mu }R\left({\tau }_{𝙶}\right)lt;\infty$ in terms of the behavior near the origin of the spectral measure of $-A^{𝙶}$. When $r\left(t\right)=t^l$, $l\ge 0$, by means of this condition we derive the Nash inequality for the killed process. In the diffusion case this permits to show that the existence of moments of order $l+1$ for ${\tau }_{𝙶}$ implies the...

Let X be a regular continuous positively recurrent Markov process with state space ℝ, scale function S and speed measure m. For a∈ℝ denote Ba+=supx≥am(]x, +∞[)(S(x)−S(a)), Ba−=supx≤am(]−∞; x[)(S(a)−S(x)). It is well known that the finiteness of Ba± is equivalent to the existence of spectral gaps of generators associated with X. We show how these quantities appear independently in the study of the exponential moments of hitting times of X. Then we establish a very direct relation between exponential...

We analyze a jump processes $Z$ with a jump measure determined by a “memory” process $S$. The state space of $(Z,S)$ is the Cartesian product of the unit circle and the real line. We prove that the stationary distribution of $(Z,S)$ is the product of the uniform probability measure and a Gaussian distribution.

Consider the boundary value problem (L.P):$(h-A)u=f$ in $D$, $(v-\Gamma )u=g$ on $\partial D$ where $A$ is written as $A=1/2{\sum }_{i=1}^m{Y}_i^2+Y_0$, and $\Gamma$ is a general Venttsel’s condition (including the oblique derivative condition). We prove existence, uniqueness and smoothness of the solution of (L.P) under the Hörmander’s condition on the Lie brackets of the vector fields $Y_i$ ($0\le i\le m$), for regular open sets $D$ with a non-characteristic boundary.Our study lies on the stochastic representation of $u$ and uses the stochastic calculus of variations for the $(A,\Gamma )$-diffusion process...

For a wide class of Markov processes on a Hilbert space H, defined by semilinear stochastic partial differential equations, we show that their transition semigroups map bounded Borel functions to functions weakly continuous on bounded sets, provided they map bounded Borel functions into functions continuous in the norm topology. In particular, an Ornstein-Uhlenbeck process in H is strong Feller in the norm topology if and only if it is strong Feller in the bounded weak topology. As a consequence,...