Recurrency and Transiency of Markov Processes Governed by Coupled Systems of Second–Order Elliptic Operators

DOI10.1080/03605309208820915zbMath0764.60075OpenAlexW2019564333MaRDI QIDQ4033783

Errol G. Rowe

Publication date: 16 May 1993

Published in: Communications in Partial Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03605309208820915

zbMATH Keywords

Markov processesItô formulasupermartingalerecurrencysecond-order linear elliptic operatorstransiency

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Continuous-time Markov processes on discrete state spaces (60J27)

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