Bounded perturbations of two-dimensional diffusion processes with nonlocal conditions near the boundary

DOI10.1134/S0001434608010197zbMath1167.47038arXiv1405.0376MaRDI QIDQ948573

Pavel L. Gurevich

Publication date: 16 October 2008

Published in: Mathematical Notes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.0376

zbMATH Keywords

diffusion processBorel measureFeller semigroupelliptic operatornonlocal boundary conditionHille-Yosida theoremnon-transversal condition

Mathematics Subject Classification ID

Boundary value problems for second-order elliptic equations (35J25) Markov semigroups and applications to diffusion processes (47D07) General theory of partial differential operators (47F05) Second-order elliptic equations (35J15)

Related Items (2)

Elliptic problems with nonlocal boundary conditions and Feller semigroups ⋮ Diffusion with nonlocal boundary conditions

Cites Work

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• A remark on the existence of a diffusion process with non-local boundary conditions
• Nonlocal elliptic problems and multidimensional diffusion processes
• Semi-groupes de Feller sur une variété à bord compacte et problèmes aux limites intégro-différentiels du second ordre donnant lieu au principe du maximum
• Multi-dimensional diffusion and the Markov process on the boundary
• The parabolic differential equations and the associated semigroups of transformation
• Diffusion Processes in One Dimension
• On Feller semigroups generated by elliptic operators with integro-differential boundary conditions

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