Boundary Theory for Superdiffusions

S. E. Kuznetsov ()
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S. E. Kuznetsov: University of Colorado at Boulder, Department of Mathematics

Chapter Chapter 18 in Markov Processes and Controlled Markov Chains, 2002, pp 323-330 from Springer

Abstract: Abstract Connections between diffusion processes and linear PDE involving second order uniformly elliptic operators L are known for a long time. Superdiffusions are related, in a similar way, to equations involving semi-linear differential operators Lu — ψ(u).

Keywords: Positive solutions; moderate solutions; σ-moderate solutions; boundary singularities; fine topology; fine trace; diffusion; conditional diffusion; superdiffusion (search for similar items in EconPapers)
Date: 2002
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4613-0265-0_18

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DOI: 10.1007/978-1-4613-0265-0_18

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