Markov transition functions and semigroups of measures

Timothy Lant; Horst Thieme

doi:10.1007/s00233-006-0636-z

Markov transition functions and semigroups of measures

Timothy Lant, Horst Thieme

Mathematical and Statistical Sciences, School of (SoMSS)

Research output: Contribution to journal › Article › peer-review

12 Scopus citations

Abstract

The application of operator semigroups to Markov processes is extended to Markov transition functions which do not have the Feller property. Markov transition functions are characterized as solutions of forward and backward equations which involve the generators of integrated semigroups and are shown to induce integral semigroups on spaces of measures.

Original language	English (US)
Pages (from-to)	337-369
Number of pages	33
Journal	Semigroup Forum
Volume	74
Issue number	3
DOIs	https://doi.org/10.1007/s00233-006-0636-z
State	Published - Jun 1 2007

Keywords

(Markov) transition functions
Feller property
Forward and backward equations
Integrated
Itegral)
Saces of measures
Stochastic continuity, semigroups(C0 -

ASJC Scopus subject areas

Algebra and Number Theory

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10.1007/s00233-006-0636-z

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abstract = "The application of operator semigroups to Markov processes is extended to Markov transition functions which do not have the Feller property. Markov transition functions are characterized as solutions of forward and backward equations which involve the generators of integrated semigroups and are shown to induce integral semigroups on spaces of measures.",

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KW - Feller property

KW - Forward and backward equations

KW - Integrated

KW - Itegral)

KW - Saces of measures

KW - Stochastic continuity, semigroups(C0 -

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Markov transition functions and semigroups of measures

Abstract

Keywords

ASJC Scopus subject areas

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