Abstract
Construction methods for Feller processes which require bounded coefficients are extended to the case of unbounded coefficients.
Citation
Björn Böttcher. "On the construction of Feller processes with unbounded coefficients." Electron. Commun. Probab. 16 545 - 555, 2011. https://doi.org/10.1214/ECP.v16-1652
Information
Accepted: 29 September 2011; Published: 2011
First available in Project Euclid: 7 June 2016
zbMATH: 1243.60061
MathSciNet: MR2836760
Digital Object Identifier: 10.1214/ECP.v16-1652
Subjects:
Primary:
60J35
Secondary:
47D03
,
47G20
,
47G30
,
60J75
Keywords:
construction of Markov processes
,
Feller process
,
Feller semigroup
,
unbounded coefficients