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On the Korovkin Property and Feller Semigroups

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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 C 0 (E) = Co (E, R). Suppose that the operator L satisfies the maximum principle and that L possesses the Korovkin property in the sense that there exists a strictly positive real number t0 > 0 such that for every \({{x}_{0}} \in E \cup \{ \Delta \}\) the equality

$$ \begin{gathered} \mathop {\inf }\limits_{h \in D(L)} \mathop {\sup }\limits_{x \in E} \left\{ {h({x_0}) + \left[ {g - \left( {I - {t_0}L} \right)h} \right]\left( x \right)} \right\} \hfill \\ = \mathop {\sup }\limits_{h \in D(L)} \mathop {\inf }\limits_{x \in E} \left\{ {h({x_0}) + \left[ {g - \left( {I - {t_0}L} \right)h} \right]\left( x \right)} \right\} \hfill \\ \end{gathered} $$

is valid for all g∈ C0 (E). Suppose that the domain D (L) is dense in C0 (E). Then the operator L extends in a unique fashion to the generator of a Feller semigroup. Moreover, for every xE the martingale problem is well-posed for the operator L.

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Casteren, J.A. (2000). On the Korovkin Property and Feller Semigroups. In: Rebolledo, R. (eds) Stochastic Analysis and Mathematical Physics. Trends in Mathematics. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-1372-7_10

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  • DOI: https://doi.org/10.1007/978-1-4612-1372-7_10

  • Publisher Name: Birkhäuser, Boston, MA

  • Print ISBN: 978-1-4612-7118-5

  • Online ISBN: 978-1-4612-1372-7

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