The Annals of Probability

On conservation of probability and the Feller property

Zhongmin Qian
Source: Ann. Probab. Volume 24, Number 1 (1996), 280-292.

Abstract

It is known that any smooth, nondegenerate, second-order elliptic operator on a manifold (dimension $\not= 2$) has the form $\Delta +B$, where B is a vector field and $\Delta$ is the Laplace-Beltrami operator under some Riemannian metric on the manifold. In this paper we give several conditions on the "Ricci curvature" Ric $-\nabla_B^s$ associated with the operator $\Delta + B$ to ensure that the diffusion semigroup generated by $\Delta + B$ conserves probability and possesses the Feller property.

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Primary Subjects: 60J60, 58G32
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Permanent link to this document: http://projecteuclid.org/euclid.aop/1042644717
Mathematical Reviews number (MathSciNet): MR1387636
Digital Object Identifier: doi:10.1214/aop/1042644717
Zentralblatt MATH identifier: 0854.60080

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The Annals of Probability

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