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
﻿

Files in this item

FilesSizeFormatView

There are no files associated with this item.

Theme by