About a construction and some analysis of time inhomogeneous diffusions on monotonely moving domains
type: Item
instance of: scholarly article
title: About a construction and some analysis of time inhomogeneous diffusions on monotonely moving domains
zbMATH Open document ID: 1071.60069
author: Francesco Russo
author: Gerald Trutnau
published in: Journal of Functional Analysis
publication date: 2005-04-21T00:00:00Z
review text: Based on a further development of \(L^2\)-analysis with a proper reference measure, time inhomogeneous (possibly degenerate or reflected) diffusions are constructed in a very general way in monotonely moving domains. Various examples are addressed to illustrate different kinds of diffusions. In particular, the so-called skew Bessel processes, which form a natural generalization of the classical Bessel processes and skew Brownian motions, are studied.
reviewed by: Feng-Yu Wang
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 47D06
zbMATH DE Number: 2160154
zbMATH Keywords: diffusion processes
zbMATH Keywords: Dirichlet spaces
zbMATH Keywords: Markov semigroups
zbMATH Keywords: boundary problems
MaRDI profile type: MaRDI publication profile
full work available at URL: j.jfa.2004.08.007
OpenAlex ID: W2075115879
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DOI: 10.1016/J.JFA.2004.08.007
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description: scientific article; zbMATH DE number 2160154