Characteristic operator of a diffusion process (Q2567794)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characteristic operator of a diffusion process |
scientific article |
Statements
Characteristic operator of a diffusion process (English)
0 references
13 October 2005
0 references
Semi-Markov processes of diffusion type
0 references
differential equations theory
0 references
Dirichlet problem
0 references
transition generating function
0 references
Dynkin characteristic operator
0 references
