Markov transition functions and semigroups of measures

Timothy Lant, Horst Thieme

Research output: Contribution to journalArticle

11 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 languageEnglish (US)
Pages (from-to)337-369
Number of pages33
JournalSemigroup Forum
Volume74
Issue number3
DOIs
StatePublished - 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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