Conservativeness and extensions of Feller semigroups

DOI10.1023/A:1009748105208MaRDI QIDQ1265496zbMATH OpenOpenAlexFDO

Authors R. L. Schilling

Publication date 5 September 1999

Published in Positivity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1009748105208

zbMATH Keywords

bounded measurable functionsconservativenessFeller processFeller semigrouppositive maximum principlepseudo-differential operatorsymbol

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Pseudodifferential operators (47G30) Transition functions, generators and resolvents (60J35)

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Cited in

(54)

• Laplace symbols and invariant distributions
• On martingale problems and Feller processes
• Coupling property and gradient estimates of Lévy processes via the symbol
• Periodic homogenization of a Lévy-type process with small jumps
• Markov-modulated affine processes
• Feller generators with measurable lower order terms
• Geometric approximations to transition densities of jump-type Markov processes
• Superposition principle for non-local Fokker-Planck-Kolmogorov operators
• Explosion of jump-type symmetric Dirichlet forms on \(\mathbb{R}^{d}\)
• The fourth characteristic of a semimartingale
• Lower bounds of the Hausdorff dimension for the images of Feller processes
• A generalised Gangolli-Lévy-Khintchine formula for infinitely divisible measures and Lévy processes on semi-simple Lie groups and symmetric spaces
• A note on the Birkhoff ergodic theorem
• Perpetual integrals via random time changes
• Transition density estimates for a class of Lévy and Lévy-type processes
• Generalization of the Blumenthal-Getoor index to the class of homogeneous diffusions with jumps and some applications
• Cores for Feller semigroups with an invariant measure
• A criterion for invariant measures of Itô processes based on the symbol
• Completely positive measures and Feller semigroups
• Long-time behavior for a class of Feller processes
• Escape rate of symmetric jump-diffusion processes
• Some theorems on Feller processes: transience, local times and ultracontractivity
• Strong Feller continuity of Feller processes and semigroups
• Ergodicity of Lévy-type processes
• The Euler scheme for Feller processes
• Regularity for semigroups of Ornstein-Uhlenbeck processes
• APPROXIMATION OF FELLER PROCESSES BY MARKOV CHAINS WITH LÉVY INCREMENTS
• On the semimartingale nature of Feller processes with killing
• Compactness properties of Feller semigroups
• LAGRANGIAN AND HAMILTONIAN FEYNMAN FORMULAE FOR SOME FELLER SEMIGROUPS AND THEIR PERTURBATIONS
• Aspects of micro-local analysis and geometry in the study of Lévy-type generators
• Construction and heat kernel estimates of general stable-like Markov processes
• On the existence of semimartingales with continuous characteristics
• On association and other forms of positive dependence for Feller processes
• Constructing sampling schemes via coupling: Markov semigroups and optimal transport
• SOME FELLER SEMIGROUPS ON GENERATED BY PSEUDO‐DIFFERENTIAL OPERATORS
• On the conservativeness of some Markov processes
• Singular solutions to the heat equations with nonlinear absorption and Hardy potentials
• An overshoot approach to recurrence and transience of Markov processes
• Viscosity solutions to Hamilton-Jacobi-Bellman equations associated with sublinear Lévy(-type) processes
• Dirichlet operators and the positive maximum principle
• On recurrence and transience of some Lévy-type processes in ℝ
• A monotone convergence theorem for strong Feller semigroups
• On the rôle of singular functions in extending the probabilistic symbol to its most general class
• Maximal inequalities and some applications
• From Markov processes to semimartingales
• On ergodic properties of some Lévy-type processes
• Feynman formulae for Feller semigroups
• The fractional Laplacian with reflections
• The time-dependent symbol of a non-homogeneous Itô process and corresponding maximal inequalities
• Nonlinear semimartingales and Markov processes with jumps
• Homogenization of periodic diffusion with small jumps
• On recurrence and transience of two-dimensional Lévy and Lévy-type processes
• Regularity of semigroups generated by Lévy type operators via coupling

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