The calculus of boundary processes

DOI10.24033/ASENS.1482MaRDI QIDQ5186516zbMATH OpenOpenAlexFDO

Authors Jean-Michel Bismut

Publication date 1984

Published in Annales Scientifiques de l?tcole Normale Sup�rieure (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=ASENS_1984_4_17_4_507_0, https://eudml.org/doc/82151

zbMATH Keywords

Ito's theory of excursionslocal timesmoothness of the transition probability functionstochastic calculus of semimartingales

Mathematics Subject Classification ID

Boundary theory for Markov processes (60J50) Local time and additive functionals (60J55) Diffusion processes (60J60)

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Cited in

(11)

• On the existence and uniqueness of diffusion processes with Wentzell's boundary conditions
• Stochastic calculus and degenerate boundary value problems
• Approximating diffusion reflections at elastic boundaries
• Boundary processes: the calculus of processes diffusing on the boundary
• Existence of densities for jumping stochastic differential equations
• Boundary traces of shift-invariant diffusions in half-plane
• Last exit decompositions and regularity at the boundary of transition probabilities
• Asymptotic flux across hypersurfaces for diffusion processes
• Calcul des variations stochastique et processus de sauts
• Integration by parts on the law of the reflecting Brownian motion
• Malliavin calculus of Bismut type for fractional powers of Laplacians in semi-group theory

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