English

Path continuity of Markov processes and locality of Kolmogorov operators

Probability 2022-08-15 v1

Abstract

We prove that if we are given a generator of a cadlag Markov process and an open domain GG in the state space, on which the generator has the local property expressed in a suitable way on a class C\mathcal{C} of test functions that is sufficiently rich, then the Markov process has continuous paths when it passes through GG. The result holds for any Markov process which is associated with the generator merely on C\mathcal{C}. This points out that the path continuity of the process is an a priori property encrypted by the generator acting on enough test functions, and this property can be easily checked in many situations. The approach uses potential theoretic tools and covers Markov processes associated with (possibly time-dependent) second order integro-differential operators (e.g., through the martingale problem) defined on domains in Hilbert spaces or on spaces of measures.

Keywords

Cite

@article{arxiv.2208.06036,
  title  = {Path continuity of Markov processes and locality of Kolmogorov operators},
  author = {Lucian Beznea and Iulian Cîmpean and Michael Röckner},
  journal= {arXiv preprint arXiv:2208.06036},
  year   = {2022}
}