scientific article; zbMATH DE number 1054349

MaRDI QIDQ4351966zbMATH OpenFDO

Authors

Publication date 19 March 1998

zbMATH Keywords

oblique reflectionGreen functionPoisson kernelexit timeparametrix methodstrong Markov propertyfundamental solution for parabolic equations

Mathematics Subject Classification ID

Diffusion processes (60J60) Initial value problems for second-order parabolic equations (35K15) Initial-boundary value problems for second-order parabolic equations (35K20)

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Cited in

(4)

• Green's functions with oblique Neumann boundary conditions in the quadrant
• A reverse ergodic theorem for inhomogeneous killed Markov chains and application to a new uniqueness result for reflecting diffusions
• Spectral representation of transition density of Fisher–Snedecor diffusion
• Occupation densities for SPDEs with reflection.

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