Jump type Markov processes and pseudo-differential operators
Diffusion processes with boundary conditions
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MISC (18件):
Construction of classical solutions to diffusion equations with Ventcel\'-Visik boundary conditions. International Journal of Pure and Applied Mathematics. 2005. 21. 2. 223-255
Construction of classical solutions to diffusion equations with Ventcel\'-Visik boundary conditions. International Journal of Pure and Applied Mathematics. 2005. 21. 2. 223-255
Existence of a strong solution for an integro-differential equation and superposition of diffusion processes. Stochastics in Finite and Infinite Dimensions (Trends in Mathematics) (Birkhauser). 2001. 341-359