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Probabilistic representation of the gradient of a killed diffusion semigroup: The half-space case - MaRDI portal

Probabilistic representation of the gradient of a killed diffusion semigroup: The half-space case

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Publication:6514939

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arXiv2312.07096MaRDI QIDQ6514939

Dan Crisan, A. Kohatsu-Higa

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Local time and additive functionals (60J55) Boundary theory for Markov processes (60J50) Jump processes on general state spaces (60J76)

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