Computations and conservativeness of traces of one-dimensional diffusions

DOI10.4134/JKMS.J220258MaRDI QIDQ6090857zbMATH OpenFDO

Authors Ali Ben Amor, Rafed Moussa

Publication date 20 November 2023

Full work available at URL https://doi.org/10.4134/JKMS.J220258

zbMATH Keywords

diffusion processesDirichlet forms

Mathematics Subject Classification ID

Dirichlet forms (31C25)

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Cites work

• Analysis on local Dirichlet spaces. I. Recurrence, conservativeness and Lp-Liouville properties.
• Computations and global properties for traces of Bessel's Dirichlet form
• Conservativeness criteria for generalized Dirichlet forms
• Dirichlet forms and stochastic completeness of graphs and subgraphs
• Dirichlet forms and symmetric Markov processes
• Essentials of stochastic processes. Translated from the 1957 Japanese original.
• scientific article; zbMATH DE number 3287297 (Why is no real title available?)
• Mathematical methods for financial markets.
• On general boundary conditions for one-dimensional diffusions with symmetry
• On stochastic completeness of jump processes
• On the conservativeness and the recurrence of symmetric jump-diffusions
• On the construction and convergence of traces of forms
• Recurrence criteria for generalized Dirichlet forms
• Symmetric Markov processes, time change, and boundary theory
• THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE

Cited in

(1)

• A note on traces of forms with applications to the Bessel operator

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