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Construction of Generalized Diffusion Processes: the Resolvent Approach
Acta Mathematica Sinica, English Series ( IF 0.7 ) Pub Date : 2020-06-01 , DOI: 10.1007/s10114-020-9282-8
Ying Li , Yong Hua Mao

In this paper, we define the generalized diffusion operator $$L = {d \over {dM}}{d \over {dS}}$$ L = d d M d d S for two suitable measures on the line, which includes the generators of the birth-death processes, the one-dimensional diffusion and the gap diffusion among others. Via the standard resolvent approach, the associated generalized diffusion processes are constructed.

中文翻译:

广义扩散过程的构建:解析方法

在本文中,我们定义了广义扩散算子 $$L = {d \over {dM}}{d \over {dS}}$$ L = dd M dd S 在线上的两个合适的度量,其中包括生成器生死过程,一维扩散和间隙扩散等。通过标准解析方法,构建相关的广义扩散过程。
更新日期:2020-06-01
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