scientific article; zbMATH DE number 1409860

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zbMath0943.60073MaRDI QIDQ4940271

M. I. Portenko

Publication date: 2 March 2000

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

hyperplane Feynman-Kac formula reflecting Brownian motion generalized diffusion process continuous Markov process

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60)

Related Items (1)

Time inhomogeneous stochastic differential equations involving the local time of the unknown process, and associated parabolic operators

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