A remark on the existence of a diffusion process with non-local boundary conditions
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Publication:913379
DOI10.2969/jmsj/04210171zbMath0699.60072MaRDI QIDQ913379
Publication date: 1990
Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2969/jmsj/04210171
operators; Malliavin calculus; diffusion process; transversal; Feller semigroup; Brownian excursions; pseudodifferential; condition; Wentzell's boundary condition
60J60: Diffusion processes
60H07: Stochastic calculus of variations and the Malliavin calculus
60J50: Boundary theory for Markov processes
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