Article ID Journal Published Year Pages File Type
6419327 Journal of Mathematical Analysis and Applications 2012 12 Pages PDF
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.

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Physical Sciences and Engineering Mathematics Analysis
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