On the Existence of Feller Semigroups with Discontinuous Coefficients

Abstract

This paper is devoted to the functional analytic approach to the problem of the existence of Markov processes in probability theory. More precisely, we construct Feller semigroups with Dirichlet conditions for second-order, uniformly elliptic integro-differential operators with discontinuous coefficients. In other words, we prove that there exists a Feller semigroup corresponding to such a diffusion phenomenon that a Markovian particle moves both by jumps and continuously in the state space until it dies at the time when it reaches the boundary.