All Questions
5 questions with no upvoted or accepted answers
3
votes
0
answers
58
views
Infinitesimal generators of random evolutions
Consider two state spaces $X$ and $Y$ and infinitesimal generators of Markov processes $(A_y)_{y\in Y}$ and $B$, on $X$ and $Y$ respectively. We assume that $A_y$ share the same domain $D(A)$, and ...
- 31
3
votes
0
answers
90
views
How does one define the gradient of a Markov semigroup?
In the context of functional inequalities for Markov semigroups $(\mathcal P_t)_{t\ge0}$, what is one denoting by $\nabla\mathcal P_tf$? For example, I've found the following assumption in this paper:
...
- 167
1
vote
0
answers
37
views
If $(\kappa_t)_{t\ge0}$ is a Markov semigroup with invariant measure $μ$, under which assumption is $t\mapsto\kappa_tf$ measurable for $f\in L^p(μ)$?
Let
$(E,\mathcal E)$ be a measurable space;
$(\kappa_t)_{t\ge0}$ be a Markov semigroup on $(E,\mathcal E)$;
$\mu$ be a finite measure on $(E,\mathcal E)$ which is subinvariant with respect to $(\...
- 167
0
votes
0
answers
49
views
Reference needed for powers of semi-group generators
Let $\mathcal{L}$ be the infinitesimal generator of a Markov semi-group. I am looking for references that study powers of $\mathcal{L}$; i.e. $\mathcal{L}^n$, for $n\in\mathbb{N}$.
For example, if the ...
- 90
0
votes
0
answers
224
views
Show convergence of a sequence of resolvent operators
Let
$E$ be a locally compact separable metric space
$(\mathcal D(A),A)$ be the generator of a strongly continuous contraction semigroup on $C_0(E)$
$E_n$ be a metric space for $n\in\mathbb N$
$(\...
- 167