EXTENSIONS OF DIFFUSION PROCESSES ON INTERVALS AND FELLER'S BOUNDARY CONDITIONS

• Yano Kouji

抄録

For a minimal diffusion process on (a, b), any possible extension of it to a standard process on [a, b] is characterized by the characteristic measures of excursions away from the boundary points a and b. The generator of the extension is proved to be characterized by Feller's boundary condition.

収録刊行物

• Osaka Journal of Mathematics

  Osaka Journal of Mathematics 51 (2), 375-404, 2014-04

  Osaka University and Osaka City University, Departments of Mathematics

詳細情報

• CRID: 1390853649740701184
• NII論文ID: 120005422641
• NII書誌ID: AA00765910
• DOI: 10.18910/29202
• HANDLE: 11094/29202
• ISSN: 00306126
• Web Site: https://dlisv03.media.osaka-cu.ac.jp/il/meta_pub/G0000438repository_111F0000002-05102-4
• 本文言語コード: en
• データソース種別:
  • JaLC
  • IRDB
  • CiNii Articles