scientific article; zbMATH DE number 1500594

MaRDI QIDQ4501616zbMATHFDO

Authors Masao Nagasawa, Hiroshi Tanaka

Publication date 7 November 2000

Full work available at URL http://www.numdam.org/item?id=SPS_2000__34__257_0

zbMATH Keywords

stochastic differential equationFeynman-Kac formulatime-changetime-inhomogeneous processBochner subordination

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Diffusion processes (60J60) PDEs in connection with quantum mechanics (35Q40) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integral equations (60H20)

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(7)

• Random time change and related evolution equations. Time asymptotic behavior
• Stochastic differential equations of pure-jumps in relativistic quantum theory
• Master equations for subordinated processes
• Convolution-type derivatives, hitting-times of subordinators and time-changed \(C_0\)-semigroups
• scientific article; zbMATH DE number 7407343 (Why is no real title available?)
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