From one dimensional diffusions to symmetric Markov processes

DOI10.1016/j.spa.2010.01.010zbMath1221.60113OpenAlexW1966107808MaRDI QIDQ972806

Masatoshi Fukushima

Publication date: 21 May 2010

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2010.01.010

zbMATH Keywords

diffusionDirichlet formtime changereflecting extension

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Dirichlet forms (31C25) Diffusion processes (60J60) Boundary theory for Markov processes (60J50)

Related Items (9)

Regular subspaces of skew product diffusions ⋮ Reflections at infinity of time changed RBMs on a domain with Liouville branches ⋮ Jump-type Hunt processes generated by lower bounded semi-Dirichlet forms ⋮ Two methods for studying the response and the reliability of a fractional stochastic dynamical system ⋮ On general boundary conditions for one-dimensional diffusions with symmetry ⋮ On symmetric linear diffusions ⋮ One-point reflection ⋮ On the Dirichlet form of three-dimensional Brownian motion conditioned to hit the origin ⋮ Silverstein extension and Fukushima extension

Cites Work

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• DIRICHLET SPACES

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