ABSTRACT
We consider a time inhomogeneous Markov process Xt taking values in some Polish spaceE, with infinitesimal generators Lt defined on some common domain D(L) ⊂ Bb(E). We also assume that the domain D(L) is an algebra, and we let F = (Ft)t≥0, with Ft = σ(Xτ , τ ≤ t), be the filtration of σ-algebras generated by the Markov process.
