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On martingales and feller semigroups
Authors:J. A. van Casteren
Affiliation:1. Department of Mathematics and Computer Science, University of Antwerp (UIA), Universiteitsplein 1, 2610, Wilrijk/Antwerp, Belgium
Abstract:Let E be a second countable locally compact Hausdorff space and let L be a linear operator with domain D(L) and range R(L) in C0(E). Suppose that D(L) is dense in E. The following assertions are equivalent:
  1. For L the martingale problem is uniquely solvable and L is maximal for this property
  2. The operator L generates a Feller semigroup in C0(E).
Keywords:
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