Skew Brownian motion-type of extensions (Q1356610): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 3 users not shown)
Property / reviewed by
 
Property / reviewed by: Q1301871 / rank
Normal rank
 
Property / reviewed by
 
Property / reviewed by: Sophia L. Kalpazidou / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4265385 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On construction of Markov processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous extensions of skew product diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Excursions of a Markov process / rank
 
Normal rank
Property / cites work
 
Property / cites work: On skew Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: It� excursion theory via resolvents / rank
 
Normal rank
Property / cites work
 
Property / cites work: Excursion theory for rotation invariant Markov processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On stable processes with boundary conditions / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 14:11, 27 May 2024

scientific article
Language Label Description Also known as
English
Skew Brownian motion-type of extensions
scientific article

    Statements

    Skew Brownian motion-type of extensions (English)
    0 references
    0 references
    0 references
    18 December 1997
    0 references
    The author proves the existence of extensions of a given symmetric Feller process \(Z_t\), from \(\mathbb{R}\backslash\{0\}\) to \(\mathbb{R}\), depending on a parameter \(\alpha\in[0,1]\): if \(\alpha=1/2\), the extension exists always; if \(\alpha\neq 1/2\), the extension exists if and only if \(Z_t\) does not jump over \(0\).
    0 references
    0 references
    skew Brownian motion-type
    0 references
    symmetric Feller process
    0 references