# Tagged Questions

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### Markov processes on function spaces

Is there any reference on Continuous time Markov process whose state space is infinite dimensional function spaces, such as the space of continuous functions $C(R^d)$? It seems Dirichlet Form is a ...
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### Why this function is continuous?

Let $(\Omega,\Sigma,\mu)$ be a sample space and let $L^2= \lbrace f:\Omega \rightarrow R / \int f^2d\mu <\infty \rbrace$ be a Hilbert space. Let $L_n=L^2\times L^2 \times .... \times L^2$ ($n$ ...
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### Understanding of Brownian Motion

My background is functional analysis rather than probability, but I would like to understand what is a Brownian motion. Below I'm giving my current understanding, can anyone verify whether I'm ...
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### Convergence of cadlag functions to a continuous one

I want to prove a convergence result as simple as possible. Using a straight forward approach I can prove the result, but I'm 100% sure that there must be a much simpler (and shorter) argument using ...
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### Is a core for the generator of a Feller semi-group invariant under the resolvent?

Let $\{T_t:t\geq 0\}$ be a Feller semi-group acting on $C_0(\mathbb{R})$ with generator $(A,\mathcal{D}_A)$. We know a subspace $D\subset \mathcal{D}_A$ is a core for $A$ if $(\lambda-A)D$ is dense in ...
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### Skorohod convergence (space of right continuous functions with left limit)

If $f_n$ is a sequence of functions of the Skorohod Space $D([0,\infty),E)$, where $E$ is a separable Banach space, such that $f_n \to f$ in the Skorohod topology. Is it possible that there exists a ...
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### A question about extensions of Markov semigroups

I've cross-posted this to MO, if a reply appears on that post I'll update this one. Suppose that $\{T(t)\}_{t\geq 0}$ is a Markov semigroup on the space of continuous bounded functions defined on ...
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### Kolmogorov continuity theorem for Banach space valued random processes

I am interested in the Kolmogorov continuity theorem. I would like to know if this theorem holds for Banach space valued random processes (probably separable Banach space). I cannot find a paper or a ...
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### infinitesimal generator of reflecting Brownian motion

Suppose $f\in C_0^{\infty}([0,\infty))$ and $f'(0)=0$. I'm having trouble proving that $$\frac{1}{t}E_x[f(|W_t|)-f(x)]\to\frac{1}{2}f''(x)$$ uniformly on $[0,\infty)$ as $t\downarrow0$. Showing the ...
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### Total set of functions in $L^2(\Omega)$

Are the sets of functions $\{e^{\int_0^T h(s)dB_s -\frac{1}{2}\int_0^T h(s)^2 ds}\}$ and $\{e^{\int_0^T h(s)dB_s}\}$ total in $L^2(\Omega)$? What is the difference? What should one use to prove weak ...
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### What is the norm on the functional space used in defining the generator of a homogeneous Markov process?

From Wikipedia: Given a strongly continuous semigroup $T : \mathbb{R}_+ \to L(B)$ on a Banach space $B$, its infinitesimal generator $A$ of a strongly continuous semigroup $T$ is defined as a ...
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