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