I need to show that $P_{t}f(x) = e^{-\frac{t}{x}}f(x) + \int_{x}^{\infty}ty^{-2}e^{-\frac{t}{y}}f(y)dy$ is a transition function on $(\mathbb{R}_{+},\mathcal{B}(\mathbb{R}_{+}))$. How do I do it? Any tips?
Asked
Active
Viewed 61 times
