When is a Markovian semigroup induced by a semiflow? (Q1386714)
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English | When is a Markovian semigroup induced by a semiflow? |
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When is a Markovian semigroup induced by a semiflow? (English)
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1 February 1999
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The condition for a strong continuous semigroup acting on \(C(X)\), being a semiflow is considered, i.e. the condition for the underlying Markov process on \(X\) being deterministic. Let \(D\) be the domain of the infinitesimal generator \(Z\) of the Markov semigroup \(\{T_t\}\) for a Markov process on \(X\), where \(X\) is a compact Hausdorff space. Assume that \(D\) contains a family \(\mathcal F\) of functions \(f\) seperating the points of \(X\). If \(Zf^2=2fZf\) for all \(f \in D\) and either of the following two conditions holds, then the underlying Markov process is deterministic, and there exists a semiflow \(\phi_t\) from \(X\) into \(X\) such that \(T_tf(x)=f(\phi_t(x))\): (1) There exists \(\delta>0\) such that \((T_t)^2f \in D\) for all \(0\leq t \leq \delta\) and \(f\) in the seperating family above; (2) For some core \(D'\) of \(Z\), \(g\in D'\) implies \(g^2 \in D'\). The condition \(Zf^2=2fZf\) for a large enough family of \(f\) is also sufficient for a norm continuous Markov semigroup, acting on a \(C^*\)-algebra, being a group. The key step is to establish some general results about the null-space of the quadratic form \([f,g]= Z(fg)- fZg- gZf\).
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Markovian process
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semiflow
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infinitesimal generator
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null-space
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Markov semigroup
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deterministic
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