Indefinite inner products: a simple illustrative example

DOI10.1017/S0305004106009364MaRDI QIDQ5481583zbMATH OpenOpenAlexFDO

Authors

Publication date 10 August 2006

Published in Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0305004106009364

zbMATH Keywords

branching measuresdifferential equationsindefinite inner productRay processesWiener-Hopf theory

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Spaces with indefinite inner product (Kre?n spaces, Pontryagin spaces, etc.) (46C20) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Markov semigroups and applications to diffusion processes (47D07) General theory of ordinary differential operators (47E05) Transition functions, generators and resolvents (60J35) Probabilistic potential theory (60J45) Local time and additive functionals (60J55)

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(5)

• A convolution formula for the local time of an Itô diffusion reflecting at 0 and a generalized Stroock-Williams equation
• A peculiar two point boundary value problem
• A probabilistic solution to the Stroock-Williams equation
• A simple PDE and Wiener‐Hopf Riccati equations
• On bivariate distributions of the local time of Itô-McKean diffusions

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