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The lifetime of diffusion processes with application to conditioned diffusions

✍ Scribed by Wang Fengyu

Book ID
110564714
Publisher
Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
1998
Tongue
English
Weight
202 KB
Volume
14
Category
Article
ISSN
1439-7617

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In this paper, we first introduce the concept of a closed process in a Banach space, and we obtain the structure of a uniform attractor of the closed process by constructing a skew product-flow on the extended phase space. Then, the properties of the kernel section of closed process are investigated