Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
6419327 | Journal of Mathematical Analysis and Applications | 2012 | 12 Pages |
Abstract
We prove that every bounded, positive, irreducible, stochastically continuous semigroup on the space of bounded, measurable functions which is strong Feller, consists of kernel operators and possesses an invariant measure converges pointwise. This differs from Doobʼs theorem in that we do not require the semigroup to be Markovian and request a fairly weak kind of irreducibility. In addition, we elaborate on the various notions of kernel operators in this context, show the stronger result that the adjoint semigroup converges strongly and discuss as an example diffusion equations on rough domains. The proofs are based on the theory of positive semigroups and do not use probability theory.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Moritz Gerlach, Robin Nittka,