On infinitesimal generators of sublinear markov semigroups
Publikation: Beitrag in Fachzeitschrift › Forschungsartikel › Beigetragen › Begutachtung
Beitragende
Abstract
We establish a Dynkin formula and a Courrège-von Waldenfels theorem for sublinear Markov semigroups. In particular, we show that any sublinear operator A on Cc∞(Rd) satisfying the positive maximum principle can be represented as supremum of a family of pseudo-differential operators: (Formula presented) As an immediate consequence, we obtain a representation formula for infinitesimal generators of sublinear Markov semigroups with a sufficiently rich domain. We give applications in the theory of non-linear Hamilton–Jacobi–Bellman equations and L´evy processes for sublinear expectations.
Details
| Originalsprache | Englisch |
|---|---|
| Seiten (von - bis) | 487-508 |
| Seitenumfang | 22 |
| Fachzeitschrift | Osaka Journal of Mathematics |
| Jahrgang | 58 |
| Ausgabenummer | 3 |
| Publikationsstatus | Veröffentlicht - 2021 |
| Peer-Review-Status | Ja |