Abstract
The skeleton key which brings order out of all this chaos is the theory of semigroups; its application to Markov processes was developed in the early 1950’s, with W. Feller doing the pioneering work.
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References
W. Feller (1952): “The parabolic differential equations and the associated semigroups of transformations,” Ann. of Math. 55, pp. 468–519.
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© 1977 Springer-Verlag, New York Inc.
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Lamperti, J. (1977). The Application of Semigroup Theory. In: Stochastic Processes. Applied Mathematical Sciences, vol 23. Springer, New York, NY. https://doi.org/10.1007/978-1-4684-9358-0_7
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DOI: https://doi.org/10.1007/978-1-4684-9358-0_7
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