About a construction and some analysis of time inhomogeneous diffusions on monotonely moving domains (Q1772691)
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scientific article; zbMATH DE number 2160154
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | About a construction and some analysis of time inhomogeneous diffusions on monotonely moving domains |
scientific article; zbMATH DE number 2160154 |
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About a construction and some analysis of time inhomogeneous diffusions on monotonely moving domains (English)
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21 April 2005
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Based on a further development of \(L^2\)-analysis with a proper reference measure, time inhomogeneous (possibly degenerate or reflected) diffusions are constructed in a very general way in monotonely moving domains. Various examples are addressed to illustrate different kinds of diffusions. In particular, the so-called skew Bessel processes, which form a natural generalization of the classical Bessel processes and skew Brownian motions, are studied.
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diffusion processes
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Dirichlet spaces
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Markov semigroups
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boundary problems
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