On the construction of two-dimensional diffusion processes satisfying Wentzell’s boundary conditions and its application to boundary value problems
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Publication:3285008
DOI10.1215/KJM/1250711995zbMath0102.13903OpenAlexW1520803780MaRDI QIDQ3285008
Publication date: 1961
Published in: Kyoto Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1215/kjm/1250711995
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On the Boundary Condition of Transport Semigroup ⋮ Time change and killing for multi-dimensional reflecting diffusion ⋮ Improved upper bounds for the hot spots constant of Lipschitz domains ⋮ Solving Wentzell-Dirichlet boundary value problem with superabundant data using reflecting random walk simulation ⋮ The Skorohod oblique reflection problem in domains with corners and application to stochastic differential equations ⋮ The calculus of boundary processes ⋮ Statistical problems for stochastic processes with boundary conditions ⋮ Weinstock inequality in higher dimensions ⋮ Sticky couplings of multidimensional diffusions with different drifts ⋮ Probabilistic approach to the Neumann problem with infinite gauge ⋮ Autostabilizing nonlinear reflected process
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