 A finitary approach for the representation of the infinitesimal generator of a markovian semigroupSchérazade Benhabib ()
Chapter 11 in The Strength of Nonstandard Analysis, 2007, pp 170-176 from Springer Abstract: Abstract This work is based on Nelson’s paper [1], where the central question was: under suitable regularity conditions, what is the form of the infinitesimal generator of a Markov semigroup? In the elementary approach using IST [2]. the idea is to replace the continuous state space, such as ℝ with a finite state space X possibly containing an unlimited number of points. The topology on X arises naturally from the probability theory. For x ε X, let $$ \mathcal{I}_x $$ be the set of all h ∈ $$ \mathcal{M} $$ vanishing at x where $$ \mathcal{M} $$ is the multiplier algebra of the domain $$ \mathcal{D} $$ of the infinitesimal generator. To describe the structure of the semigroup generator A, we want to split Ah(x)=∑ y∈X\{x} a(x,y) h(y) so that the contribution of the external set F x of the points far from x appears separately. A definition of the quantity α ah(x)=∑ y∈F a(x,y) h(y) is given using the least upper bound of the sums on all internal sets W included in the external set F. This leads to the characterization of the global part of the infinitesimal generator. Date: 2007 There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it. Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-211-49905-4_11 Ordering information: This item can be ordered from DOI: 10.1007/978-3-211-49905-4_11 Access Statistics for this chapter More chapters in Springer Books from Springer |
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