Browsing by Subject "Intertwined homogeneous Markov processes"
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Convolution algebra for extended Feller convolution
(Springer, 2020)We apply the recently introduced framework of admissible homomorphisms in the form of a convolution algebra of C2-valued admissible homomorphisms to handle two-dimensional uni-directional homogeneous stochastic kernels. ... -
Implicit convolution Fokker-Planck equations: extended Feller convolution
(Springer, 2020)Fokker-Planck equations are partial differential equations in the transition function of the Markov process. In the evolution equation approach, we re-write partial differential equations as ordinary differential equations ...