On the construction of two-dimensional diffusion processes satisfying Wentzell’s boundary conditions and its application to boundary value problems
From MaRDI portal
Publication:3285008
DOI10.1215/kjm/1250711995zbMath0102.13903MaRDI QIDQ3285008
Publication date: 1961
Published in: Kyoto Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1215/kjm/1250711995
Related Items
The calculus of boundary processes, Time change and killing for multi-dimensional reflecting diffusion, On the Boundary Condition of Transport Semigroup, Improved upper bounds for the hot spots constant of Lipschitz domains, Solving Wentzell-Dirichlet boundary value problem with superabundant data using reflecting random walk simulation, The Skorohod oblique reflection problem in domains with corners and application to stochastic differential equations, Statistical problems for stochastic processes with boundary conditions, Probabilistic approach to the Neumann problem with infinite gauge, Autostabilizing nonlinear reflected process, Weinstock inequality in higher dimensions, Sticky couplings of multidimensional diffusions with different drifts