Feller generators with measurable lower order terms

Kühn, Franziska; Kunze, Markus

Feller generators with measurable lower order terms

Dateien

Kuehn_2-xdih1gfg7hmn6.pdfGröße: 670.75 KBDownloads: 51

Datum

2022

Autor:innen

Kühn, Franziska

Kunze, Markus

Open Access-Veröffentlichung

Open Access Hybrid

Sammlungen

Mathematik und Statistik

Publikationstyp

Zeitschriftenartikel

Publikationsstatus

Published

Erschienen in

Positivity. Springer. 2022, 26(5), 85. ISSN 1385-1292. eISSN 1572-9281. Available under: doi: 10.1007/s11117-022-00948-4

Zusammenfassung

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.

Fachgebiet (DDC)

510 Mathematik

Zitieren

ISO 690

KÜHN, Franziska, Markus KUNZE, 2022. Feller generators with measurable lower order terms. In: Positivity. Springer. 2022, 26(5), 85. ISSN 1385-1292. eISSN 1572-9281. Available under: doi: 10.1007/s11117-022-00948-4

BibTex

@article{Kuhn2022-11Felle-58999,
  year={2022},
  doi={10.1007/s11117-022-00948-4},
  title={Feller generators with measurable lower order terms},
  number={5},
  volume={26},
  issn={1385-1292},
  journal={Positivity},
  author={Kühn, Franziska and Kunze, Markus},
  note={Article Number: 85}
}

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