Markov processes and diffusion equations on unbounded intervals

DOI10.11650/twjm/1500574892zbMath0994.47041OpenAlexW43419846MaRDI QIDQ5935722

Francesco Altomare, Ingrid Carbone

Publication date: 29 September 2002

Published in: Taiwanese Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.11650/twjm/1500574892

zbMATH Keywords

variancedifferential operatorapproximation formulaexpected valueFeller semigroup

Mathematics Subject Classification ID

One-parameter semigroups and linear evolution equations (47D06) Markov semigroups and applications to diffusion processes (47D07) General theory of ordinary differential operators (47E05) Approximation by positive operators (41A36) Transition functions, generators and resolvents (60J35)

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