On martingales and feller semigroups |
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Authors: | J. A. van Casteren |
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Affiliation: | 1. Department of Mathematics and Computer Science, University of Antwerp (UIA), Universiteitsplein 1, 2610, Wilrijk/Antwerp, Belgium
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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: - For L the martingale problem is uniquely solvable and L is maximal for this property
- The operator L generates a Feller semigroup in C0(E).
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