Trotter's formula for transition semigroups (Q5939553)

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scientific article; zbMATH DE number 1626172
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Trotter's formula for transition semigroups
scientific article; zbMATH DE number 1626172

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    Trotter's formula for transition semigroups (English)
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    18 June 2002
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    The present paper first gives the conditions, close to being necessary, for transition semigroups of time homogeneous Markov processes on separable metric spaces, under which a transition semigroups on \(C_b(E)\) is not strongly continuous. Then a necessary and sufficient condition for transition semigroups of OU processes being strongly continuous is given. Finally, it gives sufficient conditions for the validity of the Trotter's formula for a class of stochastic equations with uniform convergence on the whole space and applies the results to stochastic invariance.
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    transition semigroup
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    Trotter's formula
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    stochastic invariance
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