Feller generators with measurable lower order terms
Research output: Contribution to journal › Research article › Contributed › peer-review
Contributors
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
Original language | English |
---|---|
Article number | 85 |
Number of pages | 41 |
Journal | Positivity |
Volume | 26 (2022) |
Issue number | 5 |
Publication status | Published - 20 Oct 2022 |
Peer-reviewed | Yes |
Keywords
ASJC Scopus subject areas
Keywords
- Feller semigroup, Lévy-type operator, Martingale problem, Measurable coefficients, Perturbation, Stochastic differential equation