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Type of Publication: | Journal article |
Publication status: | Published |
URI (citable link): | http://nbn-resolving.de/urn:nbn:de:bsz:352-2-xdih1gfg7hmn6 |
Author: | Kühn, Franziska; Kunze, Markus |
Year of publication: | 2022 |
Published in: | Positivity ; 26 (2022), 5. - 85. - Springer. - ISSN 1385-1292. - eISSN 1572-9281 |
DOI (citable link): | https://dx.doi.org/10.1007/s11117-022-00948-4 |
Summary: |
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.
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Subject (DDC): | 510 Mathematics |
Link to License: | Attribution 4.0 International |
Bibliography of Konstanz: | Yes |
Refereed: | Yes |
KÜHN, Franziska, Markus KUNZE, 2022. Feller generators with measurable lower order terms. In: Positivity. Springer. 26(5), 85. ISSN 1385-1292. eISSN 1572-9281. Available under: doi: 10.1007/s11117-022-00948-4
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