Multi-dimensional coupled diffusion process (Q1063335): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
(3 intermediate revisions by 3 users not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3854206 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3732392 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3969657 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5332803 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3923307 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5556844 / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/bf01669678 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2087650166 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 10:15, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Multi-dimensional coupled diffusion process |
scientific article |
Statements
Multi-dimensional coupled diffusion process (English)
0 references
1984
0 references
In this paper, the formal differential expression \[ L=\left( \begin{matrix} Q_ 1\\ 0\end{matrix} \begin{matrix} 0\\ Q_ 2\end{matrix} \right)+\left( \begin{matrix} 0\\ C_{21}\end{matrix} \begin{matrix} C_{12}\\ 0\end{matrix} \right) \] is considered, where \(Q_ 1\), \(Q_ 2\) are general elliptic operators with bounded coefficients \(a_{ij}(x)\), \(b_ i(x)\) and bounded absorption \(C_{11}(x)\), \(C_{22}(x)\), \(x\in {\mathbb{R}}^ n\). It is proved that L generates a \(\hat C\) semigroup, the coupled diffusion semigroup acting on functions with zero limit at infinity. The associated Markov process is constructed and shown to have nice trajectory properties.
0 references
elliptic operators with bounded coefficients
0 references
diffusion semigroup
0 references
trajectory properties
0 references