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Feller-type properties and path regularities of Markov processes
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Judith Maria Nefertari Dohmann
Published/Copyright:
July 27, 2005
Abstract
We present a general technique to prove that a Markov process on a polish space E has continuous respectively càdlàg paths Px-a.s. for all x ∈ E provided this is the case under Pμ := ∫ Pxμ(dx ) where μ is a measure with full support. As an application we consider the following SDE: dXt = σ(Xt ) dWt + b(Xt ) dt, for which we get a weak solution for every initial condition merely under very weak integrability conditions on σ and b.
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Published Online: 2005-07-27
Published in Print: 2005-05-25
© de Gruyter
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Articles in the same Issue
- Feller-type properties and path regularities of Markov processes
- Equivalent expressions for norms in classical Lorentz spaces
- Modular arithmetic of free subgroups
- Complete polynomial vector fields in two complex variables
- 3-dimensional Bol loops as sections in non-solvable Lie groups
- Sharp conditions for weighted Sobolev interpolation inequalities
- Fixed points of pro-tori in cohomology spheres
- Weighted Selberg orthogonality and uniqueness of factorization of automorphic L-functions
- A locally finite dense group acting on the random graph
