Now showing items 1-2 of 2

    • Convolution algebra for extended Feller convolution 

      Lee, Wha-Suck; Le Roux, Christiaan (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 

      Lee, Wha-Suck; Le Roux, Christiaan (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 ...