Exact stationary solutions of the Kolmogorov-Feller equation in a bounded domain

DOI10.1016/j.cnsns.2019.03.023zbMath1464.60077arXiv1810.00992OpenAlexW2895200294WikidataQ128206649 ScholiaQ128206649MaRDI QIDQ2207460

S. I. Denisov, Yu. S. Bystrik

Publication date: 22 October 2020

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.00992

zbMATH Keywords

Poisson white noiseKolmogorov-Feller equationbounded processesexact stationary solutions

Mathematics Subject Classification ID

Discrete version of topics in analysis (39A12) Jump processes on general state spaces (60J76)

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