Convolution algebra for extended Feller convolution
dc.contributor.author | Lee, Wha-Suck | |
dc.contributor.author | Le Roux, Christiaan | |
dc.date.accessioned | 2020-12-10T06:39:53Z | |
dc.date.available | 2020-12-10T06:39:53Z | |
dc.date.issued | 2020 | |
dc.identifier.citation | Lee, W.-S. & Le Roux, C. 2020. Convolution algebra for extended Feller convolution. Semigroup forum, (In press). [https://doi.org/10.1007/s00233-020-10145-y] | en_US |
dc.identifier.issn | 0037-1912 | |
dc.identifier.issn | 1432-2137 (Online) | |
dc.identifier.uri | http://hdl.handle.net/10394/36516 | |
dc.identifier.uri | https://link.springer.com/article/10.1007/s00233-020-10145-y | |
dc.identifier.uri | https://doi.org/10.1007/s00233-020-10145-y | |
dc.description.abstract | 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. The algebra product is a non-commutative extension of the Feller convolution needed for an adequate operator representation of such kernels: a pair of homogeneous transition functions uni-directionally intertwined by the extended Chapman–Kolmogorov equation is a convolution empathy; the associated Fokker–Planck equations are re-written as an implicit Cauchy equation expressed in terms of admissible homomorphisms. The conditions of solvability of such implicit evolution equations follow from the consideration of generators of a convolution empathy | en_US |
dc.language.iso | en | en_US |
dc.publisher | Springer | en_US |
dc.subject | Convolution empathy | en_US |
dc.subject | Feller convolution | en_US |
dc.subject | Extended Chapman-Kolmogorov equation | en_US |
dc.subject | Intertwined homogeneous Markov processes | en_US |
dc.subject | Implicit Fokker-Planck equations | en_US |
dc.subject | Admissible homomorphisms | en_US |
dc.subject | Convolution algebra | en_US |
dc.subject | Two-dimensional uni-directional stochastic kernel | en_US |
dc.title | Convolution algebra for extended Feller convolution | en_US |
dc.type | Article | en_US |
dc.contributor.researchID | 31580165 - Lee, Wha-Suck |
Files in this item
Files | Size | Format | View |
---|---|---|---|
There are no files associated with this item. |