On the existence and uniqueness of diffusion processes with Wentzell's boundary conditions

DOI10.1215/kjm/1250520557zbMath0665.60062OpenAlexW1598582994MaRDI QIDQ1116185

Satoshi Takanobu, Shinzo Watanabe

Publication date: 1988

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250520557

zbMATH Keywords

Poisson point processesBrownian excursionsWentzell's boundary conditionuniqueness of the solution of the stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Related Items (4)

Spectral analysis of hypoelliptic Višik-Ventcel' boundary value problems ⋮ Ventcel' boundary value problems for elliptic Waldenfels operators ⋮ Singular integrals and Feller semigroups with jump phenomena ⋮ Itô's theory of excursion point processes and its developments

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