Convolution algebra for extended Feller convolution

DOI10.1007/s00233-020-10145-yzbMath1483.60071OpenAlexW3109384797MaRDI QIDQ2227630

Wha-Suck Lee, Christiaan Le Roux

Publication date: 15 February 2021

Published in: Semigroup Forum (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00233-020-10145-y

zbMATH Keywords

convolution algebraadmissible homomorphismsconvolution empathyextended Chapman-Kolmogorov equationFeller convolutionimplicit Fokker-Planck equationsintertwined homogeneous Markov processestwo-dimensional uni-directional stochastic kernel

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Linear operators in algebras (47C05) Feller processes (60G53)

Cites Work

• The heat equation with generalized Wentzell boundary condition.
• Intertwined evolution operators
• Derivation and physical interpretation of general boundary conditions
• Lévy matters III. Lévy-type processes: construction, approximation and sample path properties
• An Algebraic Approach to Implicit Evolution Equations
• Linear evolution equations in two Banach spaces
• Around Widder's characterization of the Laplace transform of an element of $L^{∞}(ℝ^{+})$
• Causal Relations in Support of Implicit Evolution Equations
• Intertwined Markov processes: the extended Chapman–Kolmogorov equation
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