Boundary processes: the calculus of processes diffusing on the boundary

zbMath0561.60082MaRDI QIDQ2266530

Carl Graham

Publication date: 1985

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1985__21_1_73_0

zbMATH Keywords

Malliavin calculusreflecting diffusion processregularity of the transition probabilities of the boundary process

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Martingales with continuous parameter (60G44) Diffusion processes (60J60) Transition functions, generators and resolvents (60J35)

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