Sample Path Regularity for One-Dimensional Diffusion Processes
نویسنده
چکیده
1. Basic Assumptions. Assume that (i) {Tt} is a strongly-continuous semigroup of bounded linear operators on the Banach space B = C0(I) = { f continuous on I = [0, 1] : f(0) = f(1) = 0 } (ii) If f(x) ≥ 0 and f ∈ B, then Ttf(x) ≥ 0 and Ttf(x) ≤ maxy∈I f(y). In general, the infinitesimal generator of a strongly-continuuous semigroup of linear operators Tt on any Banach space B is defined by Af = lim h→0 (Thf − f)/h (1.1)
منابع مشابه
Sample Path Regularity for One-Dimensional for Diffusion Processes
1. Basic Assumptions. Assume that (i) {Tt} is a strongly-continuous semigroup of bounded linear operators on the Banach space B = C0(I) = { f continuous on I = [0, 1] : f(0) = f(1) = 0 } (ii) If f(x) ≥ 0 and f ∈ B, then Ttf(x) ≥ 0 and Ttf(x) ≤ maxy∈I f(y). In general, the infinitesimal generator of a strongly-continuuous semigroup of linear operators Tt on any Banach space B is defined by Af = ...
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