On doubly Feller property

Zhen Qing Chen; Kazuhiro Kuwae

On doubly Feller property

Zhen Qing Chen^*
, Kazuhiro Kuwae

^*此作品的通讯作者

University of Washington
Kumamoto University

科研成果: 期刊稿件 › 文章 › 同行评审

21 引用（Scopus）

摘要

Let X be a Feller process that has strong Feller property. In this paper, we investigate the Feller as well as strong Feller properties of the semigroups generated by multiplicative functionals of X in open sets. Special attention is given to the Feynman-Kac and Girsanov transforms of X. Three examples of local Kato class measure that are not of Kato class are given in the last section so that Feller and strong Feller properties hold for corresponding Feynman-Kac semigroup of X in open sets.

源语言	英语
页（从-至）	909-930
页数	22
期刊	Osaka Journal of Mathematics
卷	46
期	4
出版状态	已出版 - 12月 2009
已对外发布	是

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AB - Let X be a Feller process that has strong Feller property. In this paper, we investigate the Feller as well as strong Feller properties of the semigroups generated by multiplicative functionals of X in open sets. Special attention is given to the Feynman-Kac and Girsanov transforms of X. Three examples of local Kato class measure that are not of Kato class are given in the last section so that Feller and strong Feller properties hold for corresponding Feynman-Kac semigroup of X in open sets.

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On doubly Feller property

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