Markov Processes and Feller Semigroups

Kazuaki Taira ()
Additional contact information
Kazuaki Taira: University of Tsukuba, The College of Mathematics

Chapter Chapter 21 in Real Analysis Methods for Markov Processes, 2024, pp 577-588 from Springer

Abstract: Abstract This chapter is devoted to the functional analytic approach to the study of Markov processes. In Section 21.1, we summarize the basic definitions and results about Markov processes, and formulate Markov processes in terms of transition functions. From the viewpoint of functional analysis, the transition function is something more convenient than the Markov process itself (Theorem 21.1.1). Indeed, we can associate with each transition function in a natural way a family of bounded linear operators acting on the space of continuous functions on the state space, and the so-called Markov property implies that this family forms a semigroup.

Date: 2024
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-981-97-3659-1_21

Ordering information: This item can be ordered from
http://www.springer.com/9789819736591

DOI: 10.1007/978-981-97-3659-1_21

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().