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dc.contributor.authorLee, Wha-Suck
dc.contributor.authorLe Roux, Christiaan
dc.identifier.citationLee, W.-S. & Le Roux, C. 2020. Implicit convolution Fokker-Planck equations: extended Feller convolution. (In Banasiak, J., Bobrowski, A., Lachowicz, M. & Tomilov, Y. eds. Semigroups of operators: theory and applications. SOTA, Kazimierz Dolny, Poland, Sep/Oct 2018). Springer proceedings in mathematics & statistics, 325: 315-328. []en_US
dc.description.abstractFokker-Planck equations are partial differential equations in the transition function of the Markov process. In the evolution equation approach, we re-write partial differential equations as ordinary differential equations in Banach spaces. In particular, an implicit evolution equation is used to re-write the Fokker-Planck equation for a pair of discontinuous Markov processes. In this paper we consider the continuous analogue in the form of two homogeneous Markov processes intertwined by the extended Chapman-Kolmogorov equation. Abstract harmonic analysis techniques are used to extend the Feller convolution. Then the associated Fokker-Planck equations are re-written as an implicit evolution equation expressed in terms of the extended Feller convolutionen_US
dc.subjectExtended Chapman-Kolmogorov equationen_US
dc.subjectIntertwined homogeneous Markov processesen_US
dc.titleImplicit convolution Fokker-Planck equations: extended Feller convolutionen_US
dc.typeBook chapteren_US
dc.contributor.researchID31580165 - Lee, Wha-Suck

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