Journal of the Korean Mathematical Society (대한수학회지)

Korean Mathematical Society (대한수학회)
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FEYNMAN-KAC SEMIGROUPS, MARTINGALES AND WAVE OPERATORS

  • Van Casteren, Jan A. (Department of Mathematics and Computer Science, University of Antwerp(UIA))
  • Published : 2001.03.01
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Abstract

In this paper we intended to discuss the following topics: (1) Notation, generalities, Markov processes. The close relationship between (generators of) Markov processes and the martingale problem is exhibited. A link between the Korovkin property and generators of Feller semigroups is established. (2) Feynman-Kac semigroups: 0-order regular perturbations, pinned Markov measures. A basic representation via distributions of Markov processes is depicted. (3) Dirichlet semigroups: 0-order singular perturbations, harmonic functions, multiplicative functionals. Here a representation theorem of solutions to the heat equation is depicted in terms of the distributions of the underlying Markov process and a suitable stopping time. (4) Sets of finite capacity, wave operators, and related results. In this section a number of results are presented concerning the completeness of scattering systems (and its spectral consequences). (5) Some (abstract) problems related to Neumann semigroups: 1st order perturbations. In this section some rather abstract problems are presented, which lie on the borderline between first order perturbations together with their boundary limits (Neumann type boundary conditions and) and reflected Markov processes.

Keywords

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