Completely positive measures and Feller semigroups (Q2638493): Difference between revisions

A measure da on \({\mathbb{R}}_+\) with a Laplace transform da(\(\lambda\)) is called completely positive if \(\phi (\lambda)=1/da(\lambda)\), \(\lambda >0\) is a Bernstein function \((i.e.\quad \phi (\lambda)>0,\quad (-1)^ n\phi^{(n+1)}(\lambda)>0,\lambda >0\), \(n=0,1,2,...).\) The authors present first a unified approach to completely positive measures via Bernstein's theorem simplifying and extending the existing proofs. Completely positive measures induce Feller semigroups on \(L^ p({\mathbb{R}})\). A complete description of the domains of their generators is given in terms of the functions \(f\in L^ p({\mathbb{R}})\) rather than Fourier transforms. Another result concerns tensor product extensions of the Feller semigroups and the properties of imaginary powers of their generators. Finally the applications to the problem of heat flow with memory are discussed.