On doubly Feller property
Chen, Zhen-Qing ; Kuwae, Kazuhiro
Osaka J. Math., Tome 46 (2009) no. 1, p. 909-930 / Harvested from Project Euclid
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Let $X$ be a Feller process that has strong Feller property. In this paper, we investigate the Feller as well as strong Feller properties of the semigroups generated by multiplicative functionals of $X$ in open sets. Special attention is given to the Feynman-Kac and Girsanov transforms of $X$. Three examples of local Kato class measure that are not of Kato class are given in the last section so that Feller and strong Feller properties hold for corresponding Feynman-Kac semigroup of $X$ in open sets.
Publié le : 2009-12-15
Classification:  31C25,  60J57,  60J55,  60J25 
@article{1260892833,
     author = {Chen, Zhen-Qing and Kuwae, Kazuhiro},
     title = {On doubly Feller property},
     journal = {Osaka J. Math.},
     volume = {46},
     number = {1},
     year = {2009},
     pages = { 909-930},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1260892833}
}

Chen, Zhen-Qing; Kuwae, Kazuhiro. On doubly Feller property. Osaka J. Math., Tome 46 (2009) no. 1, pp.  909-930. http://gdmltest.u-ga.fr/item/1260892833/