Superposition of diffusion processes: Feller property (Q2752166)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Superposition of diffusion processes: Feller property |
scientific article; zbMATH DE number 1665463
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Superposition of diffusion processes: Feller property |
scientific article; zbMATH DE number 1665463 |
Statements
15 December 2002
0 references
Dirichlet form
0 references
superposed diffusion processes
0 references
Ventzel's boundary value problem
0 references
resolvent
0 references
Superposition of diffusion processes: Feller property (English)
0 references
Given a domain \(\Omega = \Omega_+\cup \Omega_-\cup\Gamma\) of \(\mathbb{R}^d\) where \(\Gamma\) is a hypersurface connecting domains \(\Omega_+\) and \(\Omega_-\), consider the Dirichlet form \(\mathcal E\) on \(\Omega\): NEWLINE\[NEWLINE{\mathcal E}(u,v) ={\mathcal E}^{\Omega_+}(u,v) +{\mathcal E}^{\Omega_-}(u,v)+{\mathcal E}^\Gamma(u, v),NEWLINE\]NEWLINE where \({\mathcal E}^{\Omega_\pm}(u,v)\) are local Dirichlet forms on \(\Omega_\pm\) with the core \({\mathcal C}^\infty_0(\Omega_\pm)\), and \({\mathcal E}^\Gamma(u,v)\) is a Dirichlet form on \(\Gamma\). The main purpose of this paper is to establish the Feller property of the induced Markov process under some suitable conditions. To this end, the authors prove that the resolvent \(G_\lambda f\) resolves strongly a partial differential equation with Ventzel type boundary values.NEWLINENEWLINEFor the entire collection see [Zbl 0964.00044].
0 references