Extensions of diffusion processes on intervals and Feller's boundary conditions

zbMath1311.60089arXiv1204.0314MaRDI QIDQ2251169

Kouji Yano

Publication date: 11 July 2014

Published in: Osaka Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1204.0314

zbMATH Keywords

standard processFeller's boundary conditionminimal diffusion process

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Transition functions, generators and resolvents (60J35) Boundary theory for Markov processes (60J50)

Related Items (2)

Functional limit theorems for processes pieced together from excursions ⋮ One-point reflection

Cites Work

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• Generalized second order differential operators and their lateral conditions
• Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line
• Closed ideals of \(l^ 1(\omega_ n)\) when \(\{\omega_ n\}\) is star- shaped
• On general boundary conditions for one-dimensional diffusions with symmetry
• Brownian motions on a half line
• The parabolic differential equations and the associated semigroups of transformation
• Time reversal of some stationary jump diffusion processes from population genetics
• Diffusion Processes in One Dimension

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