Implicit Convolution Fokker-Planck Equations: Extended Feller Convolution

DOI10.1007/978-3-030-46079-2_18zbMath1501.47070OpenAlexW3034860651MaRDI QIDQ5115939

Wha-Suck Lee, Christiaan Le Roux

Publication date: 21 August 2020

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-46079-2_18

zbMATH Keywords

extended Chapman-Kolmogorov equationintertwined homogeneous Markov processes

Mathematics Subject Classification ID

One-parameter semigroups and linear evolution equations (47D06) Fokker-Planck equations (35Q84) Implicit functional-differential equations (34K32)

Cites Work

• Intertwined evolution operators
• Lévy matters III. Lévy-type processes: construction, approximation and sample path properties
• Causal Relations in Support of Implicit Evolution Equations
• Intertwined Markov processes: the extended Chapman–Kolmogorov equation
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