Infinitesimal semigroups for one class of stochastic semigroups
A two parameter family of random variables \(X^ t_ s\), \((Y^ t_ s)\), \(0\leq s\leq t\leq T<\infty\), is called a multiplicative (additive) stochastic semigroup, if \(X^ t_ sX^ u_ t=X^ u_ s\), \(X^ s_ s=E\) (identity), \((Y^ t_ s+Y^ u_ t=Y^ u_ s\), \(Y^ s_ s=0)\), 0\(\leq s\leq t\leq u\leq T\). Under certain conditions of right continuity, the author establishes that \(\lim_{{\mathcal P}}\sum_{P}(X^{t_ i}_{t_{i-1}}-E)=Y^ t_ s\), where \(P=\{s=t_ 0<t_ 1<...<t_{n-1}<t_ n=t\}\) is a partition of [s,t], and \({\mathcal P}\) denotes the class of such partitions P of [s,t], meaning thereby that \(\{Y^ t_ s\}\) is infinitesimal (derivative) in relation to \(\{X^ t_ s\}\).
- A class of stochastic semigroups
- scientific article; zbMATH DE number 3958380
- A description of all the proper operators (soluble extensions) for first-order differential equations in Hilbert space
- Primitive semigroups for a class of stochastic semigroups
- Averaging principle and periodic solutions of a parabolic equation with retarded argument
- A class of stochastic semigroups
- An integral representation of a multiplicative stochastic semigroup without martingality and continuity conditions
- Infinitesimal semigroups for stochastic semigroups without continuity and martingality conditions
- An isomorphism between multiplicative and additive stochastic semigroups of almost linear operators without continuity conditions
- Original multiplicative systems of almost-linear operators for almost- linear additive operator systems without continuity conditions
- scientific article; zbMATH DE number 4017989 (Why is no real title available?)
- scientific article; zbMATH DE number 3870347 (Why is no real title available?)
- A description of all the proper operators (soluble extensions) for first-order differential equations in Hilbert space
- scientific article; zbMATH DE number 3958379 (Why is no real title available?)
- scientific article; zbMATH DE number 3958380 (Why is no real title available?)
- scientific article; zbMATH DE number 4184556 (Why is no real title available?)
- Dynamical equivalence of differential-functional equations of neutral type
- Question of the mixed product of dependent multiplicative semigroups
- Limit theorem for parametric stochastic operator systems
- Primitive semigroups for a class of stochastic semigroups
This page was built for publication: Infinitesimal semigroups for one class of stochastic semigroups
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q792703)
