Some Markov processes with Brownian exit distributions |
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Authors: | Zoran Vondraček |
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Affiliation: | (1) Department of Mathematics, University of Zagreb, Bijenika c. 30, 41000 Zagreb, Croatia |
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Abstract: | Summary LetD be a bounded domain inRd with regular boundary. LetX=(Xt, Px) be a standard Markov process inD with continuous paths up to its lifetime. IfX satisfies some weak conditions, then it is possible to add a non-local part to its generator, and construct the corresponding standard Markov process inD with Brownian exit distributions fromD.This work was done while the author was an Alexander von Humboldt fellow at the Universität des Saarlandes in Saarbrücken, Germany |
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Keywords: | 60J45 60J50 |
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