Prépublication numéro 2003-29   du laboratoire LAGA, Université Paris 13


Francesco RUSSO Gerald TRUTNAU     About a construction and some analysis of time inhomogeneous diffusions on monotonely moving domains   (format .ps compressé)

Résumé: A new method for the general treatment of time inhomogeneous diffusions on monotonely moving domains is presented.

Code(s) de Classification MSC2000:  60J60 Diffusion processes [See also 58J65] ;  31C25 Dirichlet spaces ;  47D06 One-parameter semigroups and linear evolution equations [See also 34G10, 34K30] ;  35K65 Parabolic partial differential equations of degenerate type ;  35K20 Boundary value problems for second-order, parabolic equations ;  60J55 Local time and additive functionals ; 

Mots Clés: Diffusion processes; Dirichlet spaces; one-parameter semigroups and linear evolution equations; Markov semigroups and applications to diffusion processes; parabolic partial differential equations of degenerate type; boundary value problems for second-order, parabolic equations; local time and additive functionals

Langue du texte: Anglais

Article reçu: 2003-12-17