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Construction of Generalized Diffusion Processes: the Resolvent Approach
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作者 Ying LI Yong Hua MAO 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2020年第6期691-710,共20页
In this paper,we define the generalized diffusion operator L=d/dMd/dS for two suitable measures on the line,which includes the generators of the birth-death processes,the one-dimensional diffusion and the gap diffusio... In this paper,we define the generalized diffusion operator L=d/dMd/dS 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. 展开更多
关键词 generalized diffusion operator birth-death processes diffusion gap diffusion RESOLVENT generalized diffusion processes
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