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A remark on the generator of a right-continuous Markov process

机译:关于右连续马尔可夫过程的产生者的评论

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摘要

Given a right-continuous Markov process (X t) t >= 0 on a second countable metrizable space E with transition semigroup (pt) t >= 0, we prove that there exists a sigma- finite Borel measure mu with full support on E, and a closed and densely defined linear operator (L-p; D(L-p)) generating (pt)(t) >= 0 on L-p(E; mu). In particular, we solve the corresponding Cauchy problem in L-p (E; mu) for any initial condition u is an element of D(Lp). Furthermore, for any real beta > 0 we show that there exists a generalized Dirichlet form which is associated to (e(-beta t) pt) t >= 0. If the beta-subprocess of (X-t)(t >= 0) corresponding to (e(-beta t) pt) t >= 0, beta > 0, is mu-special standard then all results from generalized Dirichlet form theory become available, and Fukushima's decomposition holds for u is an element of D (L-2). If (X-t)(t >= 0) is transient, then beta can be chosen to be zero.
机译:给定具有过渡半群(pt)t> = 0的第二个可数可量化空间E上的右连续Markov过程(X t)t> = 0,我们证明存在对E完全支持的σ有限Borel测度mu ,以及一个封闭且定义严密的线性算子(Lp; D(Lp))在Lp(E; mu)上生成(pt)(t)> = 0。特别是,对于任何初始条件,我们都解决了L-p(E; mu)中的相应柯西问题,其中u是D(Lp)的元素。此外,对于任何大于0的真实beta,我们表明存在与(e(-beta t)pt)t> = 0相关的广义Dirichlet形式。如果(Xt)(t> = 0)的beta子过程对应于(e(-beta t)pt)t> = 0,beta> 0,是mu-special标准,则广义Dirichlet形式理论的所有结果都可用,并且福岛的分解对于u是D(L- 2)。如果(X-t)(t> = 0)是瞬态的,则可以将beta选择为零。

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