Markov processes and diffusion equations on unbounded intervals

DOI10.11650/TWJM/1500574892MaRDI QIDQ5935722zbMATH OpenOpenAlexFDO

Authors Francesco Altomare, Ingrid Carbone

Publication date 29 September 2002

Published in Taiwanese Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.11650/twjm/1500574892

zbMATH Keywords

approximation formuladifferential operatorexpected valueFeller semigroupvariance

Mathematics Subject Classification ID

Approximation by positive operators (41A36) One-parameter semigroups and linear evolution equations (47D06) Markov semigroups and applications to diffusion processes (47D07) General theory of ordinary differential operators (47E05) Transition functions, generators and resolvents (60J35)

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(11)

• Degenerate evolution equations in weighted continuous function spaces, Markov processes and the Black--Scholes equation. I.
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• Unbounded probability theory and multistep relaxation processes
• scientific article; zbMATH DE number 175848 (Why is no real title available?)
• The Dirichlet problem of a discontinuous Markov process
• Intertwined Markov processes: the extended Chapman–Kolmogorov equation
• Markov Processes and Their Applications to Partial Differential Equations: Kuznetsov’s Contributions
• On a class of elliptic-parabolic equations on unbounded intervals
• Markov processes and positive semigroups on some classes of weighted continuous function spaces

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