Université Paul Sabatier | Toulouse | |
CNRS U.M.R. C5583 | ||
Laboratoire de Statistique et Probabilités | ||
David Applebaum and Serge Cohen
Code(s) de Classification MSC:
Résumé: N. Jacob and his colleagues have recently made many interesting investigations of Markov processes in Euclidean space where the infinitesimal generator of the associated semigroup is a pseudo-differential operator in the Kohn-Nirenberg sense. We wish to extend this programme to the Heisenberg group where we can utilise the Weyl calculus to build pseudo-differential operators and we begin by considering Levy processes. We obtain the general form of symbol for infinitesimal generators. We then investigate a natural sub-class of group-valued processes whose components are a levy process in phase space and the associated Levy area process on the real line. These are applied to give a new probabilistic proof for Mehler's formula. In addition, we describe some properties of the generator in its Schrödinger representation and of the associated Dirichlet form.
Date: 2001-11-23
Prépublication numéro:
LSP-2001-10