Feller generators with measurable lower order terms
Publikation: Beitrag in Fachzeitschrift › Forschungsartikel › Beigetragen › Begutachtung
Beitragende
Abstract
We study perturbations of Feller generators by ‘lower order terms’ with measurable coefficients. We investigate which properties of the original semigroup—such as positivity, conservativeness and the Feller property—are passed on to the perturbed semigroup. We give several examples and discuss applications in the theory of martingale problems and stochastic differential equations with measurable coefficients.
Details
Originalsprache | Englisch |
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Aufsatznummer | 85 |
Seitenumfang | 41 |
Fachzeitschrift | Positivity |
Jahrgang | 26 (2022) |
Ausgabenummer | 5 |
Publikationsstatus | Veröffentlicht - 20 Okt. 2022 |
Peer-Review-Status | Ja |
Schlagworte
ASJC Scopus Sachgebiete
Schlagwörter
- Feller semigroup, Lévy-type operator, Martingale problem, Measurable coefficients, Perturbation, Stochastic differential equation