, Volume 21, Issue 3-4, pp 274-288
Date: 25 Apr 2013

On martingales and feller semigroups

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Abstract

Let E be a second countable locally compact Hausdorff space and let L be a linear operator with domain D(L) and range R(L) in C0(E). Suppose that D(L) is dense in E. The following assertions are equivalent:

  1. For L the martingale problem is uniquely solvable and L is maximal for this property

  2. The operator L generates a Feller semigroup in C0(E).