Mathematics Commons^™

Sufficient Conditions For An Operator-Valued Feynman-Kac Formula, Michael D. Grady

Mathematics Faculty Works

Let E be a locally compact, second countable Hausdorff space and let X(t) be a Markov process with state space E. Sufficient conditions are given for the existence of a solution to the initial value problem, ∂u/∂t,=Au + V(x) * u, u(0) = f, where A is the infinitesimal generator of the process X on a certain Banach space and for each x ∈ E, V(x) is the infinitesimal generator of a C₀ contraction semigroup on another Banach space.