scientific article; zbMATH DE number 2059675
The authors consider the Kolmogorov equation for a birth and death process \[ p_{ij}'(t)= \sum^\infty_{k=0} q_{ik} p_{kj}(y),\quad p_{ij}(0)= \delta_{ij}, \] with \(q_{ij}=\lim_{t\to 0^+}(p_{ij}(t)- \delta_{ij})/t\), \(q_{i,i-1}+ q_{i,i+1}= -q_{ii}\), \(q_{ij}= 0\) for \(| i-j|> 1\). Under the assumption of the monotony of the sequences \(\{q_{ii}\}^\infty_{i=0}\), \(\{q_{i,i+1}\}^\infty_{i=0}\), \(\{q_{i,i-1}\}^\infty_{i=0}\), they prove that the matrix \(Q= (q_{ij})\) is the infinitesimal generator of the \(C_0\) semigroup in a suitable Banach space. In fact under this assuption the matrix \(A= (a_{ij})\) with \(a_{ij}= q_{ij}\) for \(j\geq i\) and \(a_{ij}= 0\) for \(j< i\), is in this Banach space a closed linear operator such that \((\lambda I-A)^{-1}\) exists for \(\lambda> q_{00}+ q_{01}\) and \(\|(\lambda I-A)^{-1}\|\leq 1/(\lambda- q_{00}- q_{01})\).
- scientific article; zbMATH DE number 2145390
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- Kolmogorov's differential equations and positive semigroups on first moment sequence spaces
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- scientific article; zbMATH DE number 2145390 (Why is no real title available?)
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- Kolmogorov's differential equations and positive semigroups on first moment sequence spaces
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