In Wikipedia the definition of generator of a semigroup is given as follows
For a Feller process $(X_t)_{t\ge0}$ with Feller Semigroup $T=(T_t)_{t\ge0}$ and state space $E$ we define the generator $(A,D(A))$ by:
$$D(A)=\left\{f\in C_\infty :\lim_{t↓0}\frac{T_tf-f}{t}\text{exists as a uniform limit}\right\},$$
I saw another definition of infinitsimal generator in context of markov chains which says that if
$$d\phi(X_t)=A \phi(X_t)dt+dM_t$$
where $M_t$ is a martingale and $\phi \in C_c^{\infty}(\mathcal{X})$ and {$X_t$} is a markov chain on $\mathcal{X}$ then A is the infinitesimal generator.
Are these two definitions equivalent?
Best Answer
I think this theorem is useful, it is from Continuous Time Markov Processes by Liggett:
Note that the Hille-Yosida-theorem states that every Feller process corresponds to a generator and vice versa. However, not every Markov process is a Feller process - which in addition to the Markov property satisfies the following condition: