Extensions of diffusion processes on intervals and Feller's boundary conditions (Q2251169)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extensions of diffusion processes on intervals and Feller's boundary conditions |
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Extensions of diffusion processes on intervals and Feller's boundary conditions (English)
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11 July 2014
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This paper studies the extension of a minimal diffusion process over an open interval to a standard process over the corresponding closed interval. The major contribution of the paper is the identification of Feller's boundary condition, which is used to characterize the generator of the extension. Besides its theoretical meaning, this study has the potential to be used in some real-world systems.
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minimal diffusion process
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standard process
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Feller's boundary condition
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