Lie-Trotter product formula for locally equicontinuous and tight Markov semigroup

Abstract

In this paper we prove a Lie-Trotter product formula for Markov semigroups in spaces of measures. We relate our results to "classical" results for strongly continuous linear semigroups on Banach spaces or Lipschitz semigroups in metric spaces and show that our approach is an extension of existing results. As Markov semigroups on measures are usually neither strongly continuous nor bounded linear operators for the relevant norms, we prove the convergence of the Lie-Trotter product formula assuming that the semigroups are locally equicontinuous and tight. A crucial tool we use in the proof is a Schur-like property for spaces of measures.

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