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Feller property and convergence for semigroups of time-changed processes

Ali BenAmor, Kazuhiro Kuwae

TL;DR

The paper develops a substitute to the Feller property for semigroups of time changed processes on a general state space $X$ using $G$-Kato measures and Revuz correspondence. It proves that under mild regularity the time changed process yields a $C_0$-semigroup on a subspace of $C_0(X)$ with a Hille–Yosida generator, and establishes strong continuity of the resolvent on this subspace. It then proves convergence of resolvents and semigroups when the perturbing measures $\mu_n$ converge vaguely to $\mu_\infty$ with uniform convergence of $G^{\mu_n}1$, leading to convergence of evolution equation solutions, finite time distributions, and weak convergence of the time changed processes. The paper also discusses recovered Feller behavior on the fine support $F$ and connects to Dirichlet forms and boundary value problems, providing a versatile framework for stability and approximation in time changed settings.

Abstract

We give a substitute to Feller property for semigroups of time-changed processes; under some conditions this leads to establish sufficient (new) conditions for the semigroups to be Feller. Moreover, given a standard process and a sequence of measures converging vaguely to a final measure, under some assumptions, we establish convergence of the sequence of the semigroups and the resolvents of the corresponding time changed-processes. Some applications are given: convergence of solutions of evolution equations and convergence of finite time distributions, as well as weak convergence of the related processes.

Feller property and convergence for semigroups of time-changed processes

TL;DR

The paper develops a substitute to the Feller property for semigroups of time changed processes on a general state space using -Kato measures and Revuz correspondence. It proves that under mild regularity the time changed process yields a -semigroup on a subspace of with a Hille–Yosida generator, and establishes strong continuity of the resolvent on this subspace. It then proves convergence of resolvents and semigroups when the perturbing measures converge vaguely to with uniform convergence of , leading to convergence of evolution equation solutions, finite time distributions, and weak convergence of the time changed processes. The paper also discusses recovered Feller behavior on the fine support and connects to Dirichlet forms and boundary value problems, providing a versatile framework for stability and approximation in time changed settings.

Abstract

We give a substitute to Feller property for semigroups of time-changed processes; under some conditions this leads to establish sufficient (new) conditions for the semigroups to be Feller. Moreover, given a standard process and a sequence of measures converging vaguely to a final measure, under some assumptions, we establish convergence of the sequence of the semigroups and the resolvents of the corresponding time changed-processes. Some applications are given: convergence of solutions of evolution equations and convergence of finite time distributions, as well as weak convergence of the related processes.

Paper Structure

This paper contains 4 sections, 31 theorems, 117 equations.

Key Result

Proposition 2.1

We have

Theorems & Definitions (69)

  • Remark 2.1
  • Definition 2.1
  • Proposition 2.1
  • proof
  • Definition 2.2: See Revuz
  • Proposition 2.2
  • proof
  • Remark 2.2
  • Remark 2.3
  • Proposition 2.3
  • ...and 59 more