Results in Mathematics

, Volume 21, Issue 3–4, pp 274–288 | Cite as

On martingales and feller semigroups

  • J. A. van Casteren
Results in Mathematics

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. (a)

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

     
  2. (b)

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

     

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Copyright information

© Birkhäuser Verlag, Basel 1992

Authors and Affiliations

  • J. A. van Casteren
    • 1
  1. 1.Department of Mathematics and Computer ScienceUniversity of Antwerp (UIA)Wilrijk/AntwerpBelgium

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