Equations related to stochastic processes: semigroup approach and Fourier transform

DOI10.1007/s10958-024-06909-4MaRDI QIDQ6186374

Irina Valer'yanovna Mel'nikova, Uliana Alekseeva, V. A. Bovkun

Publication date: 2 February 2024

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

zbMATH Keywords

Fourier transformsemigroupstochastic processintegro-differential equationrandom perturbation

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

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