Markov processes and positive semigroups on some classes of weighted continuous function spaces

DOI10.1007/S12215-008-0003-XMaRDI QIDQ931334zbMATH OpenOpenAlexFDO

Authors Francesco Altomare, Graziana Musceo

Publication date 25 June 2008

Published in Rendiconti del Circolo Matematico di Palermo (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s12215-008-0003-x

zbMATH Keywords

degenerate second order differential operatorMarkov processMarkov transition functionpositive semigroupweighted continuous function spaces

Mathematics Subject Classification ID

One-parameter semigroups and linear evolution equations (47D06) Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60)

Review text

The authors consider positive semigroups on some classes of weighted continuous function spaces over the LCCB space \(X\). By a positive maximum principle, they establish first a generation result for strongly continuous positive semigroups on such function spaces. Then, they characterize those positive semigroups which are transition functions of Markov processes on a suitable compactification of \(X\). Finally, they apply their results to a class of degenerate second order differential operators on \(X= \; ]0,1[\).

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Cited in

(4)

• Degenerate evolution equations in weighted continuous function spaces, Markov processes and the Black--Scholes equation. I.
• Markov transition functions and semigroups of measures
• Multiplicative perturbations of the Laplacian and related approximation problems
• On a class of Markov type semigroups in spaces of uniformly continuous and bounded functions

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