A class of stochastic semigroups

This paper is a continuation of the author's earlier papers ibid. 35, No.2, 221-224 (1983; Zbl 0537.60079) and No.4, 485-489 (1983; Zbl 0537.60080). In this paper the author has established the one-to-one correspondence between the stochastic semigroups \(\{X^ t_ s\}\), \(0<s<t<T\), of multiplicative type and \(\{Y^ t_ s\}\) of additive type, as given by the formulas \[ Y^ t_ s=\lim \sum^{m_ n}_{k=1}(X_{t^{(n)}_{k-1}}^{t_ k^{(n)}}-E),\quad and\quad X^ t_ s=\lim \prod^{m_ n}_{k=1}(Y_{t^{(n)}_{k-1}}^{t_ k^{(n)}}+E), \] where \(\{t_ 0^{(n)}\), \(t_ 1^{(n)},...\), \(t^{(n)}_{m_ n}\}\) is a partition of the interval [s, t], and E is the identity. Further \(\{Y^ t_ s\}\) is infinitesimal (derivative) with respect to \(\{X^ t_ s\}\).

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