On martingales and feller semigroups
Results in Mathematics
- 15 Downloads
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:
For L the martingale problem is uniquely solvable and L is maximal for this property
The operator L generates a Feller semigroup in C0(E).
Unable to display preview. Download preview PDF.
- 1.H. Bauer, Probability theory and elements of measure theory, Holt, Rinehart and Winston Inc., New York 1972.Google Scholar
- 2.R.M. Blumenthal and R.K. Getoor, Markov processes and potential theory, Pure and Applied mathematics 29: a series of monographs and textbooks, Academic Press, New York 1986.Google Scholar
- 3.R. Durrett, Brownian motion and martingales in analysis, Wadsworth, Advanced Books and Software, Belmont 1984.Google Scholar
- 4.S.N. Ethier and T.G. Kurtz, Markov processes, characterization and convergence, Wiley Series in Probability and Statistics, John Wiley and Sons, New York 1985.Google Scholar
- 6.T.M. Liggett, Interacting particle systems, Die Grundlehren der Mathematischen Wissenschaften 276, Springer Verlag, New York 1985.Google Scholar
- 8.J.A. van Casteren, Generators of strongly continuous semigroups, Research Notes in Mathematics 115, Pitman, London 1985.Google Scholar
© Birkhäuser Verlag, Basel 1992