
doi: 10.1007/bf01845990
Let \((P_ t)\), \((P^*\!_ t)\) be two measurable submarkovian semigroups on a measurable space E which are absolutely continuous and in duality with respect to a \(\sigma\)-finite measure \(\mu\). Then it is shown that there exists a unique measurable function \(p: (0,\infty)\times E\times E\to {\bar {\mathbb{R}}}_+\) satisfying \[ (i)\quad P_ tf(x)=\int p(t,x,y)f(y)\mu (dy),\quad P^*\!_ tf(x)=\int p(t,y,x)f(y)\mu (dy)\quad (f\in E_+,\quad x\in E) \] \[ (ii)\quad p(s+t,x,y)=\int p(s,x,z)p(t,z,y)\mu (dz),\quad s,t>0,\quad x,y\in E. \] In particular, for a symmetric semigroup, there exists a unique symmetric density satisfying (i), (ii). A more general result for inhomogeneous transition probabilities is also given.
Transition functions, generators and resolvents, inhomogeneous transition probabilities, submarkovian semigroups, symmetric density, Markov semigroups and applications to diffusion processes
Transition functions, generators and resolvents, inhomogeneous transition probabilities, submarkovian semigroups, symmetric density, Markov semigroups and applications to diffusion processes
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