Construction of Generalized Diffusion Processes: the Resolvent Approach

作     者：Ying LI Yong Hua MAO Ying LI;Yong Hua MAO

作者机构：School of Mathematics and Computational ScienceXiangtan UniversityXiangtan 411105P.R.China School of Mathematical SciencesBeijing Normal UniversityLaboratory of Mathematics and Complex SystemsMinistry of EducationBeijing 100875P.R.China 

出 版 物：《Acta Mathematica Sinica,English Series》 (数学学报（英文版）)

年 卷 期：2020年第36卷第6期

页      面：691-710页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

基　　金：Supported in part by NSFC(Grant No.11771047) Hu Xiang Gao Ceng Ci Ren Cai Ju Jiao Gong Cheng-Chuang Xin Ren Cai(Grant No.2019RS1057) 

主　　题：Generalized diffusion operator birth-death processes diffusion gap diffusion resolvent generalized diffusion processes 

摘      要：In this paper,we define the generalized diffusion operator L=d/dMd/dS for two suitable measures on the line,which includes the generators of the birth-death processes,the one-dimensional diffusion and the gap diffusion among *** the standard resolvent approach,the associated generalized diffusion processes are constructed.