On Markov processes with decomposable pseudo-differential generators

DOI10.1080/10451120410001661250zbMath1091.60014OpenAlexW2009632279MaRDI QIDQ4470148

Vassili N. Kolokol'tsov

Publication date: 22 June 2004

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: http://wrap.warwick.ac.uk/39211/1/WRAP_Kolokoltsov_KolokMarkovdecomposable.pdf

zbMATH Keywords

Dirichlet problemMarkov processesFeller processesMartingale problemExit timePseudo-differential non-local generators

Mathematics Subject Classification ID

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