Semi-group methods in stochastic control
Page 1
A. Bensoussan (1985)
Banach Center Publications
El-Maati Ouhabaz (1993)
Mathematische Annalen
Victoria Knopova (2004)
Colloquium Mathematicae
The aim of the paper is two-fold. First, we investigate the ψ-Bessel potential spaces on and study some of their properties. Secondly, we consider the fractional powers of an operator of the form , , where is an operator with real continuous negative definite symbol ψ: ℝⁿ → ℝ. We define the domain of the operator and prove that with this domain it generates an -sub-Markovian semigroup.
Adam Bobrowski, Radosław Bogucki (2008)
Studia Mathematica
Let be a locally compact Hausdorff space. Let , i = 0,1,...,N, be generators of Feller semigroups in C₀() with related Feller processes and let , i = 0,...,N, be non-negative continuous functions on with . Assume that the closure A of defined on generates a Feller semigroup T(t), t ≥ 0 in C₀(). A natural interpretation of a related Feller process X = X(t), t ≥ 0 is that it evolves according to the following heuristic rules: conditional on being at a point p ∈ , with probability , the process...
Ariyoshi, Teppei, Hino, Masanori (2005)
Electronic Journal of Probability [electronic only]
T.F. Lin (1989)
Semigroup forum
Marian Podhorodyński (1989)
Colloquium Mathematicae
Vitali Liskevich, Michael Röckner (1998)
Annali della Scuola Normale Superiore di Pisa - Classe di Scienze
Mohamed Hmissi (1993)
Mathematische Zeitschrift
Paul-André Meyer (1985)
Séminaire de probabilités de Strasbourg
Dominique Bakry, Paul-André Meyer (1982)
Séminaire de probabilités de Strasbourg
D. Bakry, Paul-André Meyer (1982)
Séminaire de probabilités de Strasbourg
Page 1