Differentiability preserving properties of markov semigroups associated with one-dimensional diffusions

DOI10.1007/BF00535304zbMath0397.60064MaRDI QIDQ4181062

Stewart N. Ethier

Publication date: 1978

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

Parabolic Partial Differential EquationsMarkov SemigroupsOne- Dimensional Diffusions

Mathematics Subject Classification ID

Diffusion processes (60J60) Initial value problems for linear higher-order PDEs (35G10) Higher-order parabolic equations (35K25)

Related Items (6)

Analyticity Preserving Properties of Resolvents for Degenerate Diffusion Operators in One Dimension ⋮ Differentiability of semigroups of stochastic differential equations with H\"older-continuous diffusion coefficients ⋮ Convergence to diffusions with regular boundaries ⋮ Stochastic control and principal eigenvaluet^† ⋮ Some martingales associated with queueing and storage processes ⋮ Diffusion approximation of controlled branching processes with random environments

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