Localization of generators of Markov processes via the Dynkin operator

Abstract

In this article, we consider a Feller process whose resolvent has the strong Feller property. Using the Dynkin operator of this process, we define local realizations of the generator on an open subset $U$ of its state space. In particular, this allows us to describe the generator of the process killed upon leaving a regular, open subset $U$ as a realization of a maximal operator subject to Dirichlet boundary conditions. Besides the definition via the Dynkin operator, we also consider other possible definitions of such a local realization: a definition in terms of the unkilled semigroup, a definition based on approximation with elements of the generator and a probabilistic definition using martingales. Under mild additional assumptions, we prove that all these definitions are equivalent.