Show simple item record

dc.contributor.authorLee, Wha-Suck
dc.contributor.authorLe Roux, Christiaan
dc.identifier.citationLee, W.-S. & Le Roux, C. 2020. Convolution algebra for extended Feller convolution. Semigroup forum, (In press). []en_US
dc.identifier.issn1432-2137 (Online)
dc.description.abstractWe 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 empathyen_US
dc.subjectConvolution empathyen_US
dc.subjectFeller convolutionen_US
dc.subjectExtended Chapman-Kolmogorov equationen_US
dc.subjectIntertwined homogeneous Markov processesen_US
dc.subjectImplicit Fokker-Planck equationsen_US
dc.subjectAdmissible homomorphismsen_US
dc.subjectConvolution algebraen_US
dc.subjectTwo-dimensional uni-directional stochastic kernelen_US
dc.titleConvolution algebra for extended Feller convolutionen_US
dc.contributor.researchID31580165 - Lee, Wha-Suck

Files in this item


There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record