A Tauberian theorem for strong Feller semigroups (Q2447688)

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A Tauberian theorem for strong Feller semigroups
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    A Tauberian theorem for strong Feller semigroups (English)
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    28 April 2014
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    A celebrated theorem by \textit{J. L. Doob} [Trans. Am. Math. Soc. 63, 393--421 (1948; Zbl 0041.45406)] asserts that a stochastically continuous Markov semigroup on the space of bounded Borel-measurable functions \(B_b(\Omega)\), where \(\Omega\) is a Polish space, is stable if it admits an invariant measure, is irreducible, and has the strong Feller property. In the paper under review, the author proves that, for strong Feller semigroups, weak ergodicity is already sufficient for stability, i.e., pointwise convergence of the semigroup in the total variation norm. In comparison to Doob's result, this Tauberian theorem even shows stability of not necessarily irreducible semigroups whose fixed space is of arbitrary dimension.
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    Feller semigroups
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    Tauberian theorem
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    irreducible semigroups
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    Markovian semigroup
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