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Semigroups and diffusion processes

Published online by Cambridge University Press:  24 October 2008

Brian Jefferies
Brian Jefferies
Affiliation:
School of Mathematics and Physics, Macquarie University, North Ryde, N.S.W. 2113, Australia
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Extract

A basic problem of the theory of Markov processes is to find a semigroup S of operators on the bounded Borel measurable functions on ℝd, such that S is given by a transition function, and

for all f belonging to the domain of a given second-order elliptic differential operator D. A process is constructed from the transition function associated with S, and then one hopes to realize the process as one with continuous paths [2].

Type
Research Article
Information
Mathematical Proceedings of the Cambridge Philosophical Society , Volume 102 , Issue 1 , July 1987 , pp. 139 - 148
Copyright
Copyright © Cambridge Philosophical Society 1987

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References

REFERENCES

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