Some Markov processes with Brownian exit distributions
In: Probability Theory and Related Fields, Jg. 101 (1995-09-01), Heft 3, S. 393-407
Online
serialPeriodical
Zugriff:
LetDbe a bounded domain inRdwith regular boundary. LetX=(Xt, Px) be a standard Markov process inDwith continuous paths up to its lifetime. IfXsatisfies some weak conditions, then it is possible to add a non-local part to its generator, and construct the corresponding standard Markov process inDwith Brownian exit distributions fromD.
Titel: |
Some Markov processes with Brownian exit distributions
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Autor/in / Beteiligte Person: | Vondraček, Zoran |
Link: | |
Zeitschrift: | Probability Theory and Related Fields, Jg. 101 (1995-09-01), Heft 3, S. 393-407 |
Veröffentlichung: | 1995 |
Medientyp: | serialPeriodical |
ISSN: | 0178-8051 (print) ; 1432-2064 (print) |
DOI: | 10.1007/BF01200503 |
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