posted on 2016-05-27, 13:05authored byKamil Kaleta, Jozsef Lorinczi
We define and prove existence of fractional
P(phi)1-processes as random processes generated by fractional Schrödinger semigroups with Kato-decomposable potentials. Also, we show that the measure of such a process is a Gibbs measure with respect to the same potential. We give conditions of its uniqueness and characterize its support relating this with intrinsic ultracontractivity properties of the semigroup and the fall-off of the ground state. To achieve that we establish and analyze these properties first.
History
School
Science
Department
Mathematical Sciences
Published in
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
Volume
122
Issue
10
Pages
3580 - 3617 (38)
Citation
KALETA, K. and LORINCZI, J., 2012. Fractional P(phi)(1)-processes and Gibbs measures. Stochastic Processes and their Applications, 122(10), pp. 3580-3617.
This work is made available according to the conditions of the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International (CC BY-NC-ND 4.0) licence. Full details of this licence are available at: https://creativecommons.org/licenses/by-nc-nd/4.0/
Publication date
2012
Notes
This paper was accepted for publication in the journal Stochastic Processes and their Applications and the definitive published version is available at http://dx.doi.org/10.1016/j.spa.2012.06.001