Summary
LetD be a bounded domain inR d with regular boundary. LetX=(Xt, Px) be a standard Markov process inD with continuous paths up to its lifetime. IfX satisfies some weak conditions, then it is possible to add a non-local part to its generator, and construct the corresponding standard Markov process inD with Brownian exit distributions fromD.
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This work was done while the author was an Alexander von Humboldt fellow at the Universität des Saarlandes in Saarbrücken, Germany
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Vondraček, Z. Some Markov processes with Brownian exit distributions. Probab. Th. Rel. Fields 101, 393–407 (1995). https://doi.org/10.1007/BF01200503
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DOI: https://doi.org/10.1007/BF01200503
Mathematics Subject Classification
- 60J45
- 60J50