Pregled bibliografske jedinice broj: 184476
Some Markov processes with Brownian exit distributions
Some Markov processes with Brownian exit distributions // Probability theory and related fields, 101 (1995), 2; 393-407 doi:10.1007/BF01200503 (međunarodna recenzija, članak, znanstveni)
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Naslov
Some Markov processes with Brownian exit distributions
Autori
Vondraček, Zoran
Izvornik
Probability theory and related fields (0178-8051) 101
(1995), 2;
393-407
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
Markov process ; Brownian motion ; exit distributions
Sažetak
Let $D$ be a bounded domain in $R^d$ with regular boundary. Let $X=(X_t, P^x)$ be a standard Markov process in $D$ with continuous paths up to its lifetime. If $X$ satisfies some weak conditions, then it is possible to add a non-local part to its generator, and construct the corresponding standard Markov process in $D$ with Brownian exit distributions from $D$.
Izvorni jezik
Engleski
Znanstvena područja
Matematika
POVEZANOST RADA
Ustanove:
Prirodoslovno-matematički fakultet, Matematički odjel, Zagreb,
Prirodoslovno-matematički fakultet, Zagreb
Profili:
Zoran Vondraček
(autor)
Citiraj ovu publikaciju:
Časopis indeksira:
- Web of Science Core Collection (WoSCC)
- Science Citation Index Expanded (SCI-EXP)
- SCI-EXP, SSCI i/ili A&HCI
- Scopus
Uključenost u ostale bibliografske baze podataka::
- MathSciNet
- Zentrallblatt für Mathematik/Mathematical Abstracts
- Mathematical Reviews
