Multi-dimensional coupled diffusion process

DOI10.1007/BF01669678zbMath0574.60084OpenAlexW2087650166MaRDI QIDQ1063335

Biao Zhang, Min Qian

Publication date: 1984

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01669678

zbMATH Keywords

diffusion semigroupelliptic operators with bounded coefficientstrajectory properties

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Transition functions, generators and resolvents (60J35) Right processes (60J40)

Related Items (2)

Minimal coupled diffusion process ⋮ Entropy production rate of the coupled diffusion process

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