Strong Markov processes and negative definite functions associated with non-Archimedean elliptic pseudo-differential operators
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Pseudo-Differential Operators and Applications"
DOI: 10.1007/s11868-019-00293-3
Abstract: In this article we prove that the heat kernel attached to the non-Archimedean elliptic pseudodifferential operators determine a Feller semigroup and a uniformly stochastically continuous $$C_{0}$$ C 0 -transition function of some strong Markov processes… read more here.
Keywords: differential operators; markov processes; archimedean elliptic; strong markov ... See more keywords
Markov selection for constrained martingale problems
Sign Up to like & getrecommendations! Published in 2019 at "Electronic Journal of Probability"
DOI: 10.1214/19-ejp393
Abstract: Constrained Markov processes, such as reflecting diffusions, behave as an unconstrained process in the interior of a domain but upon reaching the boundary are controlled in some way so that they do not leave the… read more here.
Keywords: process; markov selection; constrained martingale; strong markov ... See more keywords