New semigroups from old: an approach to Feller boundary conditions

DOI10.3934/DCDSS.2023084MaRDI QIDQ6553159FDOQ6553159

Adam Bobrowski

Publication date: 11 June 2024

Published in: Discrete and Continuous Dynamical Systems. Series S (Search for Journal in Brave)

zbMATH Keywords

skew Brownian motioncosine familieslocal timesinvariant subspacessnapping-out Brownian motionFeller semigroups and resolventsFeller-Wentzel boundary and transmission conditions

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Markov semigroups and applications to diffusion processes (47D07) Brownian motion (60J65) Symmetries, invariants, etc. in context of PDEs (35B06) Transition functions, generators and resolvents (60J35) Local time and additive functionals (60J55) Operator sine and cosine functions and higher-order Cauchy problems (47D09) Groups and semigroups of linear operators, their generalizations and applications (47Dxx)

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• Generators of Markov Chains
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• Diffusion approximation for a simple kinetic model with asymmetric interface
• Pairs of complementary transmission conditions for Brownian motion

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