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

DOI10.1155/S0161171201011760zbMATH Open1062.60077MaRDI QIDQ1607787FDOQ1607787

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

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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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