A short review on boundary behavior of linear diffusion processes

MaRDI QIDQ5043138zbMATH OpenFDO

Authors Jilani Ben Naouara Noureddine, Faouzi Trabelsi

Publication date 21 October 2022

Full work available at URL https://gradmath.org/2020/10/05/a-short-review-on-boundary-behavior-of-linear-diffusion-processes/

Mathematics Subject Classification ID

Classical almost periodic functions, mean periodic functions (42A75) Sampling theory in information and communication theory (94A20)

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Cites work

• scientific article; zbMATH DE number 3736679 (Why is no real title available?)
• scientific article; zbMATH DE number 51724 (Why is no real title available?)
• scientific article; zbMATH DE number 3206627 (Why is no real title available?)
• Some mathematical models from population genetics. École d'Été de Probabilités de Saint-Flour XXXIX-2009
• The parabolic differential equations and the associated semigroups of transformation

Cited in

(4)

• Boundary classification and simulation of one-dimensional diffusion processes
• Boundary processes: the calculus of processes diffusing on the boundary
• On the submartingale/supermartingale property of diffusions in natural scale
• Classification of the boundaries for the diffusion on an open interval

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