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Construction of Generalized Diffusion Processes: the Resolvent Approach
Ying LI, Yong Hua MAO
Acta Mathematica Sinica ›› 2020, Vol. 36 ›› Issue (6) : 691-710.
Construction of Generalized Diffusion Processes: the Resolvent Approach
In this paper, we define the generalized diffusion operator L=d/dM d/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.
Generalized diffusion operator / birth-death processes / diffusion / gap diffusion / resolvent / generalized diffusion processes {{custom_keyword}} /
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Supported in part by NSFC (Grant No. 11771047) and Hu Xiang Gao Ceng Ci Ren Cai Ju Jiao Gong ChengChuang Xin Ren Cai (Grant No. 2019RS1057)
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