On doubly Feller property (Q847000)

Let \(Y\) be a strong Markov process on a separable metric space \(E\), \(E_\partial= E\cup \{\partial\}\) the compactification, \(\partial\) considered as a cemetery point, \(P_t\) its semigroup. \(Y\) has the Feller property if \(P_t(C_\infty(E))\subset C_\infty(E)\), \(\lim_{t\rightarrow \infty} \|P_tf-f\|=0\) for all \(f\in C_\infty(E)\), the strong Feller property if \(P_t({\mathcal B}_b(E))\subset C_b(E)\), the double Feller property if both hold. Let \(Z\) be a positive multiplicative functional of \(X\), \(B\subset E\) be open, \(\tau_B=\inf\{t>0\), \(X_t\notin B\}\), \(T^B\) the semigroup defined by \((T_t^B f)(x)=E_x(Z_t f(X_t)\); \(t<\tau_B)\). The authors consider some hypotheses on these elements. {\parindent=6,5mm \begin{itemize}\item[(a)] \(\lim_{t\rightarrow 0}\sup_{x\in D}E_x(|Z_t-1|\); \(t<\tau_D)=0\) for every relatively compact \(D\subset B\). \item[(b)] \(\sup_{s\in [0,t]}\sup_{x\in B}E_x(Z_s\); \(s<\tau_B)<\infty\). \item[(c)] For every \(t>0\) there exists \(p>1\) with \(\sup_{x\in B}E_x(Z_t^p\); \(t<\tau_B)<\infty\). \item[(d)] For every \(t>0\) and compact \(K\subset B\) there exists \(p>1\) with \(\sup_{x\in K}E_x(Z_t^p\); \(t<\tau_B)<\infty\). \item[(e)] There exists \(p>1\) such that \(\sup_{s\in [0,t]}\sup_{x\in B}E_x(Z_s^p\); \(s<\tau_B)<\infty\) for some \(t>0\). \end{itemize}} The results. Let \(X\) be doubly Feller. If \(B\) is open and (a), (d) are true, then \(T^B\) is strong Feller. If \(B\) is open regular, (a), (b), (c) are true and \(\lim_{t\rightarrow 0}E_x(|T_t-1|\); \(t<\tau_B)=0\) for every \(x\in B\), then \(T^B\) is Feller. If \(B\) is open regular and (a), (e) hold, then \(T^B\) is doubly Feller and, if, also, \(B\) is relatively compact, \(P_t({\mathcal B}_b(B))\subset C_\infty(B)\). If a positive additive functional \(A\) satisfies \(\sup_{x\in E}E_x(\sum_{0<s\leq t} (\Delta A_s)^2)<\infty\), \(\lim_{t\rightarrow 0}\sup_{x\in E}E_x(A_t)<1\) and \(\lim_{t\rightarrow 0}\sup_{x\in E} E_x (\int_0^t 1_K(X_s)\,dA_s)=0\) for every compact \(K\) and, if \(Z_t=1+\int_{[0,t]} Z_{s-}\, dA(s)\) then (a), (e) are true thus, if \(B\) is open regular, \(T^B\) is doubly Feller. Suppose then that \(X\) is \(m\)-symmetric, \(m\) having full support, and its Dirichlet form is regular. Let \(\Phi :E_\partial\times E_\partial\rightarrow \mathbb R\), \(\Phi >-1\), \(\Phi (x,x)=0\), \(M^c\) be a continuous locally square integrable martingale. Under a finiteness condition on \(\Phi\) involving the Lévy system of \(X\) and the Revuz measure of \(M^c\): there exists a locally square integrable martingale additive functional \(M^d\), purely discontinuous, with \(\Delta M_t^d=\Phi (X_{t-},X_t)\) and, for \(Z_t=1 +\int_{[0,t]} Z_{s -}\, d(M^c+M^d)_s\), (a) and (e) are valid for every regular open \(B\), \(Z\) is a martingale and \(T^B\) is doubly Feller. In the last paragraph, three examples of \(X\), \(Z\) are studied in detail. Multidimensional Brownian motion, a multidimensional Lévy process with \(E_0(e^{\text{it}\langle\xi,X_t\rangle}= e^{-t(|\xi |^2+m^{2/\alpha })^{\alpha /2}- m)}\) and the Brownian motion on a Riemann manifold with inferiorly bounded Ricci curvature. They point out that in their examples \(\lim_{t\rightarrow 0}\sup_{x\in E} E_x(|Z_t-1|)=0\) is false, as an argument for the progress realized by their results.