Two-parameter semigroups, evolutions and their applications to Markov and diffusion fields on the plane

Yu. Mishura and Yu. Tomilov

International Journal of Stochastic Analysis, 1996, vol. 9, 1-22

Abstract:

We study two-parameter coordinate-wise C 0 -semigroups and their generators, as well as two-parameter evolutions and differential equations up to the second order for them. These results are applied to obtain the Hille-Yosida theorem for homogeneous Markov fields of the Feller type and to establish forward, backward, and mixed Kolmogorov equations for nonhomogeneous diffusion fields on the plane.

Date: 1996
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:618659

DOI: 10.1155/S1048953396000275

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