Markov Processes and Semigroups of Operators
E. B. Dynkin
In this paper the relations between various semigroups of operators and between various infinitesimal operators connected with a homogeneous in t Markov process are investigated. General conditions are established under which the Markov process is determined by its corresponding infinitesimal operator.
Let $U_t$ be a semigroup of linear operators in the Banach space $L$ such that $\|U_t\|\leq1$. Let $T_t=U_t$ be an adjoint semigroup in the conjugate space $B=L^*$. More abstractly the main object of this paper can be characterized as the study of semigroups $T_t$ and its infinitesimal operators in strong and weak topologies of space $B$.
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Theory of Probability and its Applications, 1956, 1:1, 22–33
E. B. Dynkin, “Markov Processes and Semigroups of Operators”, Teor. Veroyatnost. i Primenen., 1:1 (1956), 25–37; Theory Probab. Appl., 1:1 (1956), 22–33
Citation in format AMSBIB
\paper Markov Processes and Semigroups of Operators
\jour Teor. Veroyatnost. i Primenen.
\jour Theory Probab. Appl.
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