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On the Abstract Subordinated Exit Equation

DOI: 10.1155/2010/390218

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Abstract:

Let be a -contraction semigroup on a real Banach space . A -exit law is a -valued function satisfying the functional equation: , . Let be a Bochner subordinator and let be the subordinated semigroup of (in the Bochner sense) by means of . Under some regularity assumption, it is proved in this paper that each -exit law is subordinated to a unique -exit law. 1. Introduction Let be a -contraction semigroup on a real Banach space with generator . A - exit law is a -valued function satisfying the functional equation: Exit laws are introduced by Dynkin (cf. [1]). They play an important role in the framework of potential theory without Green function. Indeed, they allow in this case, an integral representation of potentials and explicit energy formulas. Moreover, this notion was investigated in many papers (cf. [2–13]).In particular, the following theorem is proved in our paper[10]. Theorem 1.1. If a -exit law is Bochner integrable at (shortly zero-integrable), this is equivalent to, then is of the form where The present paper is devoted to investigate the subordinated abstract case where we study the zero-integrable solution of the exit equation (1.1) after Bochner subordination. More precisely, let be a Bochner subordinator, that is, a vaguely continuous convolution semigroup of subprobability measures on and let be the subordinated -semigroup of in the sense of Bochner by means of , that is, It can be seen that, for each exit law for , the function defined by is an exit law for The function is said to be subordinated to by means of . Conversely, it is natural to ask if any -exit law is subordinated to some -exit law. In general, we do not have a positive answer (see Example 5.3 below or [2, page 1922]). However, this problem was solved (cf. [2, 4–6]) for and positive -exit laws , and under some regularity assumptions on , , and . Basing on our paper[10, Theorem ],we consider in this paper the zero-integrable -exit laws in the abstract case. Namely, we prove the following. Theorem 1.2. Let be a zero-integrable -exit law satisfying the following conditions: There exist a constant such that: where and is the associated generator to . Then, is subordinated to a unique -exit law . Moreover, is explicitly given by The conditions in Theorem 1.2 are fulfilled for the closed -exit laws . This is always the case for the zero-integrable -exit laws in the bounded case. As application, we consider the holomorphic case and we prove the following result: Theorem 1.3. We suppose that is a -contraction holomorphic semigroup on and be a Bochner subordinator satisfying Then

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