Semigroups and diffusion processes
Published online by Cambridge University Press: 24 October 2008
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
References
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