About a construction and some analysis of time inhomogeneous diffusions on monotonely moving domains
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.
scientific article; zbMATH DE number 2160154