Solvability of Kolmogorov-Fokker-Planck equations for vectorjump processes and occupation time on hypersurfaces

DOI10.1155/S0161171201011760MaRDI QIDQ1607787zbMATH OpenFDO

Authors Nikolai Dokuchaev

Publication date 13 August 2002

Published in International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/51290

zbMATH Keywords

local timehypersurfacestochastic differential equation with jump

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Local time and additive functionals (60J55)

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