Feller generators with measurable lower order terms

Publikation: Beitrag in FachzeitschriftForschungsartikelBeigetragenBegutachtung

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

OriginalspracheEnglisch
Aufsatznummer85
FachzeitschriftPositivity
Jahrgang26
Ausgabenummer5
PublikationsstatusVeröffentlicht - Nov. 2022
Peer-Review-StatusJa

Schlagworte

Schlagwörter

  • Feller semigroup, Lévy-type operator, Martingale problem, Measurable coefficients, Perturbation, Stochastic differential equation