Spectral analysis of Brownian motion with jump boundary
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Publication:3542064
DOI10.1090/S0002-9939-08-09451-3zbMath1153.60044MaRDI QIDQ3542064
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Publication date: 27 November 2008
Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)
60J65: Brownian motion
47D07: Markov semigroups and applications to diffusion processes
60J35: Transition functions, generators and resolvents
30D10: Representations of entire functions of one complex variable by series and integrals
Related Items
A note on the first passage time of diffusions with holding and jumping boundary, Spectral analysis of diffusions with jump boundary, On a class of mathematical ecosystems with random jumps, Ergodic behavior of diffusions with random jumps from the boundary, Diffusions with holding and jumping boundary, Spectral analysis of a family of second-order elliptic operators with nonlocal boundary condition indexed by a probability measure, Spectral analysis of a class of nonlocal elliptic operators related to Brownian motion with random jumps
Cites Work
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