| dc.contributor.author | Lee, Wha-Suck | |
| dc.contributor.author | Le Roux, Christiaan | |
| dc.date.accessioned | 2020-07-14T09:21:27Z | |
| dc.date.available | 2020-07-14T09:21:27Z | |
| dc.date.issued | 2020 | |
| dc.identifier.citation | Lee, W.-S. & Le Roux, C. 2020. Implicit convolution Fokker-Planck equations: extended Feller convolution. (In Banasiak, J., Bobrowski, A., Lachowicz, M. & Tomilov, Y. eds. Semigroups of operators: theory and applications. SOTA, Kazimierz Dolny, Poland, Sep/Oct 2018). Springer proceedings in mathematics & statistics, 325: 315-328. [https://doi.org/10.1007/978-3-030-46079-2_18] | en_US |
| dc.identifier.isbn | 978-3-030-46078-5 | |
| dc.identifier.isbn | 978-3-030-46079-2 | |
| dc.identifier.uri | http://hdl.handle.net/10394/35092 | |
| dc.identifier.uri | https://link.springer.com/chapter/10.1007%2F978-3-030-46079-2_18 | |
| dc.identifier.uri | https://doi.org/10.1007/978-3-030-46079-2_18 | |
| dc.description.abstract | 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 in Banach spaces. In particular, an implicit evolution equation is used to re-write the Fokker-Planck equation for a pair of discontinuous Markov processes. In this paper we consider the continuous analogue in the form of two homogeneous Markov processes intertwined by the extended Chapman-Kolmogorov equation. Abstract harmonic analysis techniques are used to extend the Feller convolution. Then the associated Fokker-Planck equations are re-written as an implicit evolution equation expressed in terms of the extended Feller convolution | en_US |
| dc.language.iso | en | en_US |
| dc.publisher | Springer | en_US |
| dc.subject | Extended Chapman-Kolmogorov equation | en_US |
| dc.subject | Intertwined homogeneous Markov processes | en_US |
| dc.title | Implicit convolution Fokker-Planck equations: extended Feller convolution | en_US |
| dc.type | Book chapter | en_US |
| dc.contributor.researchID | 31580165 - Lee, Wha-Suck | |
