All Questions

I have a question about semigroups of one-dimensional diffusions. Let $X$ be the Ornstein-Uhlenbeck process on $\mathbb{R}$. The generator is expresses as $$\frac{d^2}{dx^2}-x\frac{d}{dx}.$$ It is ...

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 ...

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: ...

I’m working with generators of Feller processes. If $C(E)$ is the space of continuous functions over $E$; with $E$ a compact metric space, I proved that an operator $G$ over $C(E)$ is the ...

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 $(\...

Let $X$ be en compact metric set, and denote by $\mathcal{C}(X)$ the set of real continuous functions defined on $X$, endowed with the supremum norm $\|\cdot\|_{\infty}$. Let $\Omega$ be the generator ...