Markov Processes and Semigroups of Operators
Teoriâ veroâtnostej i ee primeneniâ, Tome 1 (1956) no. 1, pp. 25-37
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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 $B$.
@article{TVP_1956_1_1_a2,
author = {E. B. Dynkin},
title = {Markov {Processes} and {Semigroups} of {Operators}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {25--37},
year = {1956},
volume = {1},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1956_1_1_a2/}
}
E. B. Dynkin. Markov Processes and Semigroups of Operators. Teoriâ veroâtnostej i ee primeneniâ, Tome 1 (1956) no. 1, pp. 25-37. http://geodesic.mathdoc.fr/item/TVP_1956_1_1_a2/