Feller evolution systems: Generators and approximation

DOI10.1142/S0219493713500251zbMath1321.47095arXiv1305.0375MaRDI QIDQ5170132

Björn Böttcher

Publication date: 18 July 2014

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1305.0375

zbMATH Keywords

approximationMarkov processpropagatorpseudo-differential operatorevolution systemFeller processspacetime process

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) One-parameter semigroups and linear evolution equations (47D06) Diffusion processes (60J60) Transition functions, generators and resolvents (60J35) Initial value problems for PDEs with pseudodifferential operators (35S10)

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Cites Work

• Semigroups of linear operators and applications to partial differential equations
• Construction of time-inhomogeneous Markov processes via evolution equations using pseudo-differential operators
• APPROXIMATION OF FELLER PROCESSES BY MARKOV CHAINS WITH LÉVY INCREMENTS
• Product formulas, nonlinear semigroups, and addition of unbounded operators
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