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Strong Feller Property of Diffusion Processes on Smooth Manifolds

✍ Scribed by Molchanov, S. A.

Book ID
118222908
Publisher
Society for Industrial and Applied Mathematics
Year
1968
Tongue
English
Weight
662 KB
Volume
13
Category
Article
ISSN
0040-585X

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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