Feller generators with measurable lower order terms

Research output: Contribution to journalResearch articleContributedpeer-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 languageEnglish
Article number85
Number of pages41
JournalPositivity
Volume26 (2022)
Issue number5
Publication statusPublished - 20 Oct 2022
Peer-reviewedYes

Keywords

Keywords

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

Library keywords