Feller process
From Wikipedia, the free encyclopedia
In mathematics, a Feller process is a particular kind of stochastic process.
[edit] Definitions
Let X be some locally compact topological space with a countable base. Let 
denote the space of all continuous functions 
with compact support with the uniform norm.
A Feller semigroup on is a collection 
of positive linear maps from to itself such that
and 
for all 
;- the semigroup property:
for all 
; 
for every 
A Feller transition function is a probability transition function associated with a Feller semigroup.
A Feller process is a Markov process with a Feller transition function.
 |
This statistics-related article is a stub. You can help Wikipedia by expanding it. |
