scientific article; zbMATH DE number 1054349

zbMATH Open0884.60074MaRDI QIDQ4351966FDOQ4351966

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Publication date: 19 March 1998

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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)

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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