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Cores of Potential Operators for Processes With Stationary Independent Increments

Published online by Cambridge University Press:  22 January 2016

Ken-Iti Sato*
Affiliation:
Tokyo University of Education
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Let Xt(ω)) be a stochastic process with stationary independent increments on the N-dimensional Euclidean space RN, right continuous in t ≧ 0 and starting at the origin. Let C0(RN) be the Banach space of real-valued continuous functions on RN vanishing at infinity with norm . The process induces a transition semigroup of operators Tt on C0(RN) :

Ttf(x) = Ef(x + Xt).

Type
Research Article
Copyright
Copyright © Editorial Board of Nagoya Mathematical Journal 1972

References

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