On the solution of the Fokker–Planck equation for a Feller process

DOI10.2307/1427599zbMath0752.60066OpenAlexW2316456125MaRDI QIDQ4712626

Laura Sacerdote

Publication date: 25 June 1992

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427599

zbMATH Keywords

Feller processtime-varying boundarieshyperbolic-type boundaryone-parameter group transformations

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Boundary theory for Markov processes (60J50)

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