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.
- (Markov) transition functions
- Feller property
- Forward and backward equations
- Saces of measures
- Stochastic continuity, semigroups(C0 -
ASJC Scopus subject areas
- Algebra and Number Theory