Brownian flow on a finite interval with jump boundary conditions

DOI10.3934/DCDSB.2006.6.867zbMath1133.60034OpenAlexW2322735582MaRDI QIDQ2471401

Elena Kosygina

Publication date: 22 February 2008

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdsb.2006.6.867

zbMATH Keywords

embedded Markov chainstationary ergodic measureHopf's ratio ergodic theorem

Mathematics Subject Classification ID

Strong limit theorems (60F15) Brownian motion (60J65) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (4)

Diffusions with holding and jumping boundary ⋮ Spectral analysis of diffusions with jump boundary ⋮ Spectral analysis of Brownian motion with jump boundary ⋮ Dependence of eigenvalues on the diffusion operators with random jumps from the boundary

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