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Some Markov processes with Brownian exit distributions
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  • Published: September 1995

Some Markov processes with Brownian exit distributions

  • Zoran Vondraček1 

Probability Theory and Related Fields volume 101, pages 393–407 (1995)Cite this article

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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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Author information

Authors and Affiliations

  1. Department of Mathematics, University of Zagreb, Bijenička c. 30, 41000, Zagreb, Croatia

    Zoran Vondraček

Authors
  1. Zoran Vondraček
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Additional information

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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Cite this article

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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  • Received: 06 June 1994

  • Revised: 09 September 1994

  • Issue Date: September 1995

  • DOI: https://doi.org/10.1007/BF01200503

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Mathematics Subject Classification

  • 60J45
  • 60J50
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