Solvability of Kolmogorov-Fokker-Planck equations for vectorjump processes and occupation time on hypersurfaces

DOI10.1155/S0161171201011760zbMath1062.60077MaRDI QIDQ1607787

Nikolai G. Dokuchaev

Publication date: 13 August 2002

Published in: International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/51290

zbMATH Keywords

hypersurfacelocal timestochastic differential equation with jump

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Local time and additive functionals (60J55)

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