Operator semigroups in the mixed topology and the infinitesimal description of Markov processes

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Publication:6505757

arXiv2204.07484MaRDI QIDQ6505757FDOQ6505757


Authors: B. Goldys, Max Nendel, Michael Röckner Edit this on Wikidata



Abstract: We define a class of not necessarily linear C0-semigroups (Pt)tgeq0 on Cb(E) (more generally, on Ckappa(E):=frac1kappaCb(E), for some growth bounding continuous function kappa) equipped with the mixed topology au1mathscrM for a large class of topological state spaces E. If these semigroups are linear, they are reconstructable through an Euler formula from their strong derivative at zero in (Cb(E),au1mathscrM). In the linear case, we prove that such (Pt)tgeq0 can be characterized as integral operators given by measure kernels satisfying certain tightness properties. As a consequence, transition semigroups of Markov processes are such C0-semigroups on Cb(E), if they leave Cb(E) invariant and they are jointly weakly continuous in space and time. Hence, they can be reconstructed from their strong derivative at zero and thus have a fully infinitesimal description. This solves an open problem for Markov processes. Moreover, we introduce the notion of a Markov core operator (L0,D(L0)) for the above generators (L,D(L)) and prove that uniqueness of the Fokker-Planck-Kolmogorov equations corresponding to (L0,D(L0)) for all Dirac initial conditions implies that (L0,D(L0)) is a Markov core operator for (L,D(L)). As a consequence, we identify the Kolmogorov operators of a large number of S(P)DEs as Markov core operators for the infinitesimal generators of the C0-semigroups on Ckappa(E) given by their transition semigroups. If each Pt is merely convex, we prove that (Pt)tgeq0 gives rise to viscosity solutions to the Cauchy problem associated to its infinitesimal (nonlinear) generator. We show that value functions of optimal control problems, both, in finite and infinite dimensions are particular instances of such C0-semigroups on Ckappa(E).













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