Trotter's formula for transition semigroups (Q5939553): Difference between revisions

The present paper first gives the conditions, close to being necessary, for transition semigroups of time homogeneous Markov processes on separable metric spaces, under which a transition semigroups on \(C_b(E)\) is not strongly continuous. Then a necessary and sufficient condition for transition semigroups of OU processes being strongly continuous is given. Finally, it gives sufficient conditions for the validity of the Trotter's formula for a class of stochastic equations with uniform convergence on the whole space and applies the results to stochastic invariance.