Feller Generators with measurable lower order terms
Franziska K\"uhn, Markus Kunze

TL;DR
This paper investigates how adding measurable lower order terms to Feller generators affects key properties like positivity and conservativeness, with implications for martingale problems and SDEs.
Contribution
It provides conditions under which properties of Feller semigroups are preserved under perturbations with measurable lower order terms.
Findings
Preservation of positivity and conservativeness under certain conditions
Examples illustrating the impact of lower order terms
Applications to martingale problems and SDEs with measurable coefficients
Abstract
We study perturbations of Feller generators under `lower order terms' with measurable coefficients. We investigate which properties of the original semigroup -- such as positivity, conservativeness and the Feller property -- are passed to the perturbed semigroup. We give several examples and discuss applications in the theory of martingale problems and stochastic differential equations with measurable coefficients.
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Taxonomy
TopicsStochastic processes and financial applications · Nonlinear Differential Equations Analysis · Advanced Mathematical Modeling in Engineering
