scientific article; zbMATH DE number 1409860

zbMATH Open0943.60073MaRDI QIDQ4940271FDOQ4940271

Authors: M.Ī. Portenko 

Publication date: 2 March 2000

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Feynman-Kac formulareflecting Brownian motionhyperplanegeneralized diffusion processcontinuous Markov process

Mathematics Subject Classification ID

Diffusion processes (60J60) Continuous-time Markov processes on general state spaces (60J25)

Cited In (4)

• Time inhomogeneous stochastic differential equations involving the local time of the unknown process, and associated parabolic operators
• On the multi-dimensional skew Brownian motion
• Skew-Product Decomposition of Planar Brownian Motion and Complementability
• A Feynman-Kac formula for anticommuting Brownian motion.

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