Stochastic Waves

DOI10.2307/1999052MaRDI QIDQ3658856zbMATH OpenOpenAlexFDO

Authors E. B. Dynkin, Robert J. Vanderbei

Publication date 1983

Full work available at URL https://doi.org/10.2307/1999052

zbMATH Keywords

stochastic waveinfinitesimal operator

Mathematics Subject Classification ID

Diffusion processes (60J60) Continuous-time Markov processes on general state spaces (60J25) Boundary value problems for second-order elliptic equations (35J25) Transition functions, generators and resolvents (60J35)

Cites work

• scientific article; zbMATH DE number 3215021 (Why is no real title available?)
• scientific article; zbMATH DE number 3329342 (Why is no real title available?)
• scientific article; zbMATH DE number 3084603 (Why is no real title available?)
• Harmonic functions associated with several Markov processes
• Linear and quasilinear elliptic equations
• Some Theorems Concerning 2-Dimensional Brownian Motion
• Toward a stochastic calculus for several Markov processes

Cited in

(4)

• On the asymptotic normality of adaptive multilevel splitting
• Harmonic functions associated with several Markov processes
• Toward a stochastic calculus for several Markov processes
• Last exit decompositions and regularity at the boundary of transition probabilities

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