On a construction of a space-time diffusion process with boundary condition

DOI10.1142/9789814596534_0024zbMath1336.60158OpenAlexW2497096427MaRDI QIDQ2800251

Yoichi Oshima

Publication date: 15 April 2016

Published in: Festschrift Masatoshi Fukushima (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789814596534_0024

zbMATH Keywords

diffusion processstochastic calculuspartial differential equationboundary conditionsemi-Dirichlet forms

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60)

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