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Time Reversal for Gap Diffusions with Nonlocal Boundary Conditions

✍ Scribed by Matthias Weber

Publisher
John Wiley and Sons
Year
2006
Tongue
English
Weight
318 KB
Volume
170
Category
Article
ISSN
0025-584X

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✦ Synopsis

Abstract

We consider the infinitesimal generator of the time reversal of a time‐homogeneous one‐dimensional gap diffusion with state space [0, 1] given by the infinitesimal generator A^o^ = d__D~s~^+^ ‐__ d__k /__ d__m__ with nonlocal boundary conditions of Feller‐Wentzell‐type. This leads to an infinitesimal generator which belongs to a class of generators introduced in the earlier note [W1].

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