A remark on the existence of a diffusion process with non-local boundary conditions

DOI10.2969/jmsj/04210171zbMath0699.60072OpenAlexW1996833796MaRDI QIDQ913379

Yasushi Ishikawa

Publication date: 1990

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2969/jmsj/04210171

zbMATH Keywords

operatorsMalliavin calculusdiffusion processtransversalFeller semigroupBrownian excursionspseudodifferentialconditionWentzell's boundary condition

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic calculus of variations and the Malliavin calculus (60H07) Boundary theory for Markov processes (60J50)

Related Items (8)

Nonclassical boundary-value problems. II ⋮ On the existence of a Feller semigroup with atomic measure in a nonlocal boundary condition ⋮ Bounded perturbations of two-dimensional diffusion processes with nonlocal conditions near the boundary ⋮ Unbounded perturbations of two-dimensional diffusion processes with nonlocal boundary conditions ⋮ Elliptic problems with nonlocal boundary conditions and Feller semigroups ⋮ On Feller semigroups generated by elliptic operators with integro-differential boundary conditions ⋮ Nonclassical boundary value problems. I. Transl. from the Russian ⋮ A class of Feller semigroups generated by pseudodifferential operators

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