Strong Feller continuity of Feller processes and semigroups

DOI10.1142/S0219025712500105zbMATH Open1258.60047arXiv1006.5286OpenAlexW2962918222MaRDI QIDQ2909259FDOQ2909259

Authors: Jian Wang, R. L. Schilling 

Publication date: 30 August 2012

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Abstract: We study two equivalent characterizations of the strong Feller property for a Markov process and of the associated sub-Markovian semigroup. One is described in terms of locally uniform absolute continuity, whereas the other uses local Orlicz-ultracontractivity. These criteria generalize many existing results on strong Feller continuity and seem to be more natural for Feller processes. By establishing the estimates of the first exit time from balls, we also investigate the continuity of harmonic functions for Feller processes which enjoy the strong Feller property.

Full work available at URL: https://arxiv.org/abs/1006.5286

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zbMATH Keywords

first exit timesharmonic functionsstrong Feller propertyFeller processeslocal Orlicz-ultracontractivitylocally uniform absolute continuity

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Markov semigroups and applications to diffusion processes (47D07) Continuous-time Markov processes on general state spaces (60J25) Transition functions, generators and resolvents (60J35)

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Cited In (32)

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• Itô-SDE MCMC method for Bayesian characterization of errors associated with data limitations in stochastic expansion methods for uncertainty quantification
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• Scale invariant boundary Harnack principle at infinity for Feller processes
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• Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk
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