On the possibility of defining the Chapman–Kolmogorov semi-group on L∞

DOI10.1017/S0308210500011628zbMath0416.60067MaRDI QIDQ3206070

Paul Malliavin, Allen Devinatz

Publication date: 1979

Published in: Proceedings of the Royal Society of Edinburgh: Section A Mathematics (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equation; Chapman-Kolmogorov semi-group

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)