On Generators of Subordinate Semigroups
Gzyl, Henryk
Ann. Probab., Tome 6 (1978) no. 6, p. 975-983 / Harvested from Project Euclid
Let $X$ be a standard Markov process with semigroup $(P_t)$. We show how to compute the infinitesimal generators (weak and strong) of the semigroup $Q_tf(x) = E^x\{m_tf(X_t)\}$ with $m_t = \exp(-\tau_t)$ and $\tau_t$ a right continuous, increasing strong additive functional; the computation is in terms of the infinitesimal operators of $(P_t)$ and the Levy system of the joint process $(X, \tau)$.
Publié le : 1978-12-14
Classification:  Standard process,  additive functional,  semigroup,  infinitesimal generator,  60J35
@article{1176995387,
     author = {Gzyl, Henryk},
     title = {On Generators of Subordinate Semigroups},
     journal = {Ann. Probab.},
     volume = {6},
     number = {6},
     year = {1978},
     pages = { 975-983},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176995387}
}
Gzyl, Henryk. On Generators of Subordinate Semigroups. Ann. Probab., Tome 6 (1978) no. 6, pp.  975-983. http://gdmltest.u-ga.fr/item/1176995387/