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Semigroups, Boundary Value Problems and Markov Processes pp 477–545Cite as

Semigroups and Boundary Value Problems for Waldenfels Operators

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Abstract

In the early 1950s, W. Feller [Fe1, Fe2] completely characterized the analytic structure of one-dimensional diffusion processes; he gave an intrinsic representation of the infinitesimal generator. Chapter 10 is the heart of the subject, and is devoted to the functional analytic approach to the problem of construction of Markov processes with Ventcel’ (Wentzell) boundary conditions in probability theory, generalizing Feller’s work to the multi-dimensional case.

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Authors and Affiliations

  1. Institute of Mathematics, University of Tsukuba, Tsukuba, Ibaraki, Japan

    Kazuaki Taira

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  1. Kazuaki Taira
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Taira, K. (2014). Semigroups and Boundary Value Problems for Waldenfels Operators. In: Semigroups, Boundary Value Problems and Markov Processes. Springer Monographs in Mathematics. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-43696-7_10

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