ON PROCESSES WITH LÉVY GENERATING OPERATOR IN A HALF-SPACE

DOI10.1070/IM1979V013N01ABEH002009MaRDI QIDQ3851369zbMATH OpenFDO

Authors Svetlana Anulova

Publication date 1979

Published in Mathematics of the USSR-Izvestiya (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1070/IM1979V013N01ABEH002009

zbMATH Keywords

boundary conditions of Ventcelgenerating operatorMarkov process in a half-spacestochastic differential equation

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Continuous-time Markov processes on general state spaces (60J25)

Cited in

(5)

• Stochastic variational inequalities with jumps
• The boundary harnack principle for some degenerate elliptic operators
• Ergodic control of reflected diffusions with jumps
• Green and Poisson functions with Wentzell boundary conditions
• Green's function and invariant density for an integro-differential operator of second order

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