Markov processes with spatial delay: Path space characterization, occupation time and properties

DOI10.1142/S0219493717500423zbMath1372.60118arXiv1601.03759MaRDI QIDQ5361988

Michael Salins, Konstantinos V. Spiliopoulos

Publication date: 29 September 2017

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.03759

zbMATH Keywords

dynamical systems; Markov processes; occupation time; generalized operators; narrow domains; delay points; Feller characterization; sticky points

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60J65: Brownian motion

60J60: Diffusion processes

60G17: Sample path properties

60J55: Local time and additive functionals