The adjoint process of a diffusion with reflecting barrier

DOI10.2996/KMJ/1138844469zbMATH Open0102.14101OpenAlexW1970872815MaRDI QIDQ3285013FDOQ3285013

Authors: Masao Nagasawa 

Publication date: 1961

Published in: Kodai Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2996/kmj/1138844469

zbMATH Keywords

probability theory

Cites Work

• On the differentiability and the representation of one-parameter semi-group of linear operators
• ERGODIC PRORERTY OF N-DIMENSIONAL RECURRENT MARKOV PROCESSES
• Fundamental solutions of parabolic differential equations and boundary value problems
• On recurrent Markov processes
• The adjoint Markoff process
• The diffusion satisfying Wentzell's boundary condition and the Markov process on the boundary, I
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Cited In (20)

• Transformations of diffusion and Schrödinger processes
• Reflected Brownian motion with skew symmetric data in a polyhedral domain
• The adjoint process of reflected brownian motion in a cone
• Characterization of stationary distributions of reflected diffusions
• Time Reversions of Markov Processes
• Time reversal of infinite-dimensional diffusions
• Remarks to ``The adjoint process of a diffusion with reflecting barrier
• A diffusion process in a singular mean-drift-field
• Segregation of a population in an environment
• On the stochastic mechanics of the free relativistic particle
• Non reversible stationary measures for infinite interacting particle systems
• Title not available (Why is that?)
• Time reversal of Markov processes and relativistic quantum theory
• Convergence rates for rank-based models with applications to portfolio theory
• Multiplicative excessive measures of branching processes
• Some theorems on time change and killing of Markov processes
• The adjoint process of killed reflected Brownian motion in a cone and applications
• Persistence of critical multitype particle and measure branching processes
• A FOOTNOTE TO NELSON'S INTERPRETATION OF THE TWO-SLIT EXPERIMENT
• On entropy production for controlled Markovian evolution

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