Implicit convolution Fokker-Planck equations: extended Feller convolution

DOI10.1007/978-3-030-46079-2_18zbMATH Open1501.47070OpenAlexW3034860651MaRDI QIDQ5115939FDOQ5115939

Authors: Wha-Suck Lee, Christiaan Le Roux 

Publication date: 21 August 2020

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-46079-2_18

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zbMATH Keywords

extended Chapman-Kolmogorov equationintertwined homogeneous Markov processes

Mathematics Subject Classification ID

Fokker-Planck equations (35Q84) Implicit functional-differential equations (34K32) One-parameter semigroups and linear evolution equations (47D06)

Cites Work

• Title not available (Why is that?)
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• Lévy matters III. Lévy-type processes: construction, approximation and sample path properties
• Intertwined evolution operators
• Causal Relations in Support of Implicit Evolution Equations
• Intertwined Markov processes: the extended Chapman–Kolmogorov equation

Cited In (1)

• Convolution algebra for extended Feller convolution

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