Feller semigroups for multidimensional diffusion processes
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Publication:1363907
zbMATH Open0883.47043MaRDI QIDQ1363907FDOQ1363907
Authors: A. L. Skubachevskii
Publication date: 1 March 1998
Published in: Doklady Mathematics (Search for Journal in Brave)
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diffusionFeller semigroup\(C^ \infty\) boundary\(C^ \infty\) coefficientsnonlocal nontraversal boundary conditiontraversal condition
Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) General theory of partial differential operators (47F05)
Cited In (11)
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- The nonlocal boundary value problem for one-dimensional backward Kolmogorov equation and associated semigroup
- Bounded perturbations of two-dimensional diffusion processes with nonlocal conditions near the boundary
- On a nonlinear nonlocal parabolic problem
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- On Feller semigroup generated by solution of nonlocal parabolic conjugation problem
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- Hua-Pickrell diffusions and Feller processes on the boundary of the graph of spectra
- On the existence of a Feller semigroup with atomic measure in a nonlocal boundary condition
- On Feller semigroups generated by elliptic operators with integro-differential boundary conditions
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