Extensions of diffusion processes on intervals and Feller's boundary conditions
classification
🧮 math.PR
keywords
boundarycharacterizeddiffusionextensionfellerprocessawaycharacteristic
read the original abstract
For a minimal diffusion process on $ (a,b) $, any possible extension of it to a standard process on $ [a,b] $ is characterized by the characteristic measures of excursions away from the boundary points $ a $ and $ b $. The generator of the extension is proved to be characterized by Feller's boundary condition.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.