𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On a continuous time extension of Feller's Lemma

✍ Scribed by N. U. Prabhu; Michael Rubinovitch

Publisher
Springer
Year
1971
Tongue
English
Weight
280 KB
Volume
17
Category
Article
ISSN
1432-2064

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

On Absolute Continuity of Feller's One-D
On Absolute Continuity of Feller's One-Dimensional Diffusion Processes
✍ JΓΌrgen Groh πŸ“‚ Article πŸ“… 1984 πŸ› John Wiley and Sons 🌐 English βš– 500 KB

A class of FELLER'S one-dimensional continuous strong MARKOV processes generated by the generalized second order differential operator D,,,DZ is considered. In the case of natural boundaries of the state space R and an identical road map s(z) = x, these diffusion processes are martingales. In a firs

Extension of KΓ–NIG's Lemma
Extension of KΓ–NIG's Lemma
✍ G. A. Dirac πŸ“‚ Article πŸ“… 1969 πŸ› John Wiley and Sons 🌐 English βš– 424 KB
Zerofree extension of continuous functio
Zerofree extension of continuous functions on a compact Hausdorff space
✍ Rudolf Rupp πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 92 KB

Let C R (X) denote, as usual, the Banach algebra of all real valued continuous functions on a compact Hausdorff space X endowed with the supremum norm. We present an elementary proof of the following extension result for C R (X): For a given g ∈ C R (X) with zero set Zg and for the n-tuple (f1, . .

A Stochastic Differential Equation for a
A Stochastic Differential Equation for a Class of Feller's One-dimensional Diffusion
✍ JΓΌrgen Groh πŸ“‚ Article πŸ“… 1982 πŸ› John Wiley and Sons 🌐 English βš– 252 KB πŸ‘ 1 views

Sarh processes X were first described by WILLIAN FELLER in a purely analytical way, using the generalized second-order differential operator U,D;. In the rase of natural boundaries of the state space R and a trivial road map p(xj =x, these diffusion processes are martingales. In the present paper it