ON PROCESSES WITH LÉVY GENERATING OPERATOR IN A HALF-SPACE

DOI10.1070/IM1979v013n01ABEH002009zbMath0418.60059MaRDI QIDQ3851369

Svetlana Anulova

Publication date: 1979

Published in: Mathematics of the USSR-Izvestiya (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationgenerating operatorboundary conditions of VentcelMarkov process in a half-space

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

Related Items (5)

The boundary harnack principle for some degenerate elliptic operators ⋮ Green and Poisson functions with Wentzell boundary conditions ⋮ Stochastic variational inequalities with jumps ⋮ Green's function and invariant density for an integro-differential operator of second order ⋮ Ergodic control of reflected diffusions with jumps

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