On a construction of a space-time diffusion process with boundary condition

DOI10.1142/9789814596534_0024MaRDI QIDQ2800251zbMATH OpenOpenAlexFDO

Authors Yoichi Oshima

Publication date 15 April 2016

Published in Festschrift Masatoshi Fukushima (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/9789814596534_0024

zbMATH Keywords

boundary conditiondiffusion processpartial differential equationsemi-Dirichlet formsstochastic calculus

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60)

Recommendations

• scientific article; zbMATH DE number 62694
• On the construction of a special class of time-inhomogeneous diffusion processes
• Space-time fractional diffusion on bounded domains
• On a construction of diffusion processes on moving domains
• On one-dimensional diffusion processes living in a bounded space interval
• A remark on the existence of a diffusion process with non-local boundary conditions
• scientific article; zbMATH DE number 4113696
• scientific article; zbMATH DE number 4025217
• On a probabilistic approach to the construction of the generalized diffusion processes

Cited in

(7)

• On a construction of diffusion processes on moving domains
• Construction of generalized diffusion processes: the resolvent approach
• scientific article; zbMATH DE number 147687 (Why is no real title available?)
• scientific article; zbMATH DE number 4123002 (Why is no real title available?)
• Lévy-Khintchine type representation of Dirichlet generators and semi-Dirichlet forms
• scientific article; zbMATH DE number 5592380 (Why is no real title available?)
• scientific article; zbMATH DE number 7662454 (Why is no real title available?)

This page was built for publication: On a construction of a space-time diffusion process with boundary condition

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2800251)