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Table of Contents
Intro
Preface
Contents
List of Symbols
1 Introduction
1.1 Motivation and Scope
1.2 Organization of the Book
2 Preliminaries
2.1 Continuous-Time Markov Processes
2.2 Sturm-Liouville Theory
2.2.1 Solutions of the Sturm-Liouville Equation
2.2.2 Eigenfunction Expansions
2.2.3 Diffusion Semigroups Generated by Sturm-Liouville Operators
2.2.4 Remarkable Particular Cases
2.3 Generalized Convolutions and Hypergroups
2.4 Harmonic Analysis with Respect to the Kingman Convolution
3 The Whittaker Convolution
3.1 A Special Case: The Kontorovich-Lebedev Convolution
3.2 The Product Formula for the Whittaker Function
3.3 Whittaker Translation
3.4 Index Whittaker Transforms
3.5 Whittaker Convolution of Measures
3.5.1 Infinitely Divisible Distributions
3.5.2 Lévy-Khintchine Type Representation
3.6 Lévy Processes with Respect to the Whittaker Convolution
3.6.1 Convolution Semigroups
3.6.2 Lévy and Gaussian Processes
3.6.3 Some Auxiliary Results on the Whittaker Translation
3.6.4 Moment Functions
3.6.5 Lévy-Type Characterization of the Shiryaev Process
4.5 Sturm-Liouville Convolution of Measures
4.5.1 Infinite Divisibility and Lévy-Khintchine Type Representation
4.5.2 Convolution Semigroups
4.5.3 Additive and Lévy Processes
4.6 Sturm-Liouville Hypergroups
4.6.1 The Nondegenerate Case
4.6.2 The Degenerate Case: Degenerate Hypergroups of Full Support
4.7 Harmonic Analysis on Lp Spaces
4.7.1 A Family of L1 Spaces
4.7.2 Application to Convolution-Type Integral Equations
5 Convolution-Like Structures on Multidimensional Spaces
5.1 Convolutions Associated with Conservative Strong Feller Semigroups
5.2 Nonexistence of Convolutions: Diffusion Processes on Bounded Domains
5.2.1 Special Cases and Numerical Examples
5.2.2 Some Auxiliary Results
5.2.3 Eigenfunction Expansions, Critical Points and Nonexistence Theorems
5.3 Nonexistence of Convolutions: One-Dimensional Diffusions
5.4 Families of Convolutions on Riemannian Structures with Cone-Like Metrics
5.4.1 The Eigenfunction Expansion of the Laplace-Beltrami Operator
5.4.2 Product Formulas and Convolutions
5.4.3 Infinitely Divisible Measures and Convolution Semigroups
5.4.4 Special Cases
Preface
Contents
List of Symbols
1 Introduction
1.1 Motivation and Scope
1.2 Organization of the Book
2 Preliminaries
2.1 Continuous-Time Markov Processes
2.2 Sturm-Liouville Theory
2.2.1 Solutions of the Sturm-Liouville Equation
2.2.2 Eigenfunction Expansions
2.2.3 Diffusion Semigroups Generated by Sturm-Liouville Operators
2.2.4 Remarkable Particular Cases
2.3 Generalized Convolutions and Hypergroups
2.4 Harmonic Analysis with Respect to the Kingman Convolution
3 The Whittaker Convolution
3.1 A Special Case: The Kontorovich-Lebedev Convolution
3.2 The Product Formula for the Whittaker Function
3.3 Whittaker Translation
3.4 Index Whittaker Transforms
3.5 Whittaker Convolution of Measures
3.5.1 Infinitely Divisible Distributions
3.5.2 Lévy-Khintchine Type Representation
3.6 Lévy Processes with Respect to the Whittaker Convolution
3.6.1 Convolution Semigroups
3.6.2 Lévy and Gaussian Processes
3.6.3 Some Auxiliary Results on the Whittaker Translation
3.6.4 Moment Functions
3.6.5 Lévy-Type Characterization of the Shiryaev Process
4.5 Sturm-Liouville Convolution of Measures
4.5.1 Infinite Divisibility and Lévy-Khintchine Type Representation
4.5.2 Convolution Semigroups
4.5.3 Additive and Lévy Processes
4.6 Sturm-Liouville Hypergroups
4.6.1 The Nondegenerate Case
4.6.2 The Degenerate Case: Degenerate Hypergroups of Full Support
4.7 Harmonic Analysis on Lp Spaces
4.7.1 A Family of L1 Spaces
4.7.2 Application to Convolution-Type Integral Equations
5 Convolution-Like Structures on Multidimensional Spaces
5.1 Convolutions Associated with Conservative Strong Feller Semigroups
5.2 Nonexistence of Convolutions: Diffusion Processes on Bounded Domains
5.2.1 Special Cases and Numerical Examples
5.2.2 Some Auxiliary Results
5.2.3 Eigenfunction Expansions, Critical Points and Nonexistence Theorems
5.3 Nonexistence of Convolutions: One-Dimensional Diffusions
5.4 Families of Convolutions on Riemannian Structures with Cone-Like Metrics
5.4.1 The Eigenfunction Expansion of the Laplace-Beltrami Operator
5.4.2 Product Formulas and Convolutions
5.4.3 Infinitely Divisible Measures and Convolution Semigroups
5.4.4 Special Cases