Markov Processes, Volume 2Academic Press, 1965 - Markov processes |
Contents
Chapter Twelve | 3 |
Construction of a semigroup from an infinitesimal operator | 4 |
Relationship between measurability properties and continuity properties of semigroups of operators | 5 |
Copyright | |
41 other sections not shown
Other editions - View all
Common terms and phrases
a₁ a₂ According to subsection Af(x arbitrary B-measurable function Borel function boundary bounded variation Brownian motion c₁ c₂ coincides compact Consequently constant continuous function continuous strong Markov converges corollary countably additive function defined denote diffusion process E₁ equivalent exit f satisfies f-boundary f₁ f₂ Feller process finite fn(x formula function f function on G Green's function GTMP h₁ h₂ harmonic function Hence Hölder condition inequality infinitesimal operator interval C1 k₁ k₂ lemma let G lim f(x M₂ measure µ nearly Borel non-decreasing o-algebra open set G proved Px{t q₁ r₁ r₂ regular process remark right-continuous S-function S₂ satisfies condition satisfies the condition semi-compact semigroup sequence strong Feller process strong Markov process superharmonic functions T₁ T₂ topological space topology Wiener process α₁ µ dy