Implicit convolution Fokker-Planck equations: extended Feller convolution

DOI10.1007/978-3-030-46079-2_18MaRDI QIDQ5115939zbMATH OpenOpenAlexFDO

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

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)

Recommendations

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Cites work

• scientific article; zbMATH DE number 2190526 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• Causal Relations in Support of Implicit Evolution Equations
• Intertwined Markov processes: the extended Chapman–Kolmogorov equation
• Intertwined evolution operators
• Lévy matters III. Lévy-type processes: construction, approximation and sample path properties

Cited in

(1)

• Convolution algebra for extended Feller convolution

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