Trotter's formula for transition semigroups (Q5939553)

From MaRDI portal
Revision as of 23:43, 4 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article; zbMATH DE number 1626172
Language Label Description Also known as
English
Trotter's formula for transition semigroups
scientific article; zbMATH DE number 1626172

    Statements

    Trotter's formula for transition semigroups (English)
    0 references
    0 references
    0 references
    18 June 2002
    0 references
    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.
    0 references
    0 references
    transition semigroup
    0 references
    Trotter's formula
    0 references
    stochastic invariance
    0 references

    Identifiers