On Markov process generated by pseudodifferential operator of variable order (Q1371118)
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English | On Markov process generated by pseudodifferential operator of variable order |
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On Markov process generated by pseudodifferential operator of variable order (English)
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28 October 1997
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The authors investigate the relationship between Markov processes and evolution equations with respect to pseudodifferential operators. In particular, they show that there exists a Feller semigroup generated by a strongly elliptic pseudodifferential operator with suitable variable order. Moreover, local Hölder conditions for sample paths of Markov processes are obtained to which such Feller semigroups correspond.
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Feller semigroup
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pseudodifferential operator
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Markov process
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