Boundary traces of shift-invariant diffusions in half-plane
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diffusionDirichlet-to-Neumann operatorelliptic equationKrein's stringLévy processnon-local operatortrace process
Boundary value problems for second-order elliptic equations (35J25) Degenerate elliptic equations (35J70) Fractional partial differential equations (35R11) Integro-differential operators (47G20) Processes with independent increments; Lévy processes (60G51) Diffusion processes (60J60) Jump processes on general state spaces (60J76)
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Cited in
(5)- Hitting a boundary point by diffusions in the closed half space
- On trace of Brownian motion on the boundary of a strip
- Computations and conservativeness of traces of one-dimensional diffusions
- Boundary traces of shift-invariant diffusions in half-plane
- Time reversal of reflected Brownian motion with Poissonian resetting
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