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On delay and asymmetry points of one-dimensional diffusion processes

✍ Scribed by B. P. Harlamov


Publisher
Springer US
Year
2011
Tongue
English
Weight
627 KB
Volume
176
Category
Article
ISSN
1573-8795

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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