Probabilistic representation of the gradient of a killed diffusion semigroup: The half-space case

MaRDI QIDQ6514939arXivFDO

Authors Dan Crisan, Arturo Kohatsu-Higa

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Boundary theory for Markov processes (60J50) Local time and additive functionals (60J55) Jump processes on general state spaces (60J76)

This page was built for publication: Probabilistic representation of the gradient of a killed diffusion semigroup: The half-space case

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6514939)