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Multi-dimensional coupled diffusion process

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Abstract

In this paper, the formal differential expression

is considered, whereQ 1,Q 2 are general elliptic operators with bounded coefficientsa ij (x), b i (x) and bounded absorptionC 11 (x),C 22 (x),x∈R n. It is proved thatL generatesĈ semigroup the coupled diffusion semigroup acting on functions with zero limit at infinity. The associated Markov process is constructed and shown to have nice trajectory properties.

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References

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Authors and Affiliations

  1. Peking University, Peking, China

    Qian Min & Zhang Biao

Authors
  1. Qian Min
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  2. Zhang Biao
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Min, Q., Biao, Z. Multi-dimensional coupled diffusion process. Acta Mathematicae Applicatae Sinica 1, 168–179 (1984). https://doi.org/10.1007/BF01669678

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  • DOI: https://doi.org/10.1007/BF01669678

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