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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1956 Volume 1, Issue 1, Pages 25–37 (Mi tvp4984)

This article is cited in 18 papers

Markov Processes and Semigroups of Operators

E. B. Dynkin

Moscow

Abstract: In this paper the relations between various semigroups of operators and between various infinitesimal operators connected with a homogeneous in t Markov process are investigated. General conditions are established under which the Markov process is determined by its corresponding infinitesimal operator.
Let $U_t$ be a semigroup of linear operators in the Banach space $L$ such that $\|U_t\|\leq1$. Let $T_t=U_t$ be an adjoint semigroup in the conjugate space $B=L^*$. More abstractly the main object of this paper can be characterized as the study of semigroups $T_t$ and its infinitesimal operators in strong and weak topologies of space $B$.

Received: 14.12.1955


 English version:
Theory of Probability and its Applications, 1956, 1:1, 22–33


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