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arXiv · 1204.0314

Extensions of diffusion processes on intervals and Feller's boundary conditions

Kouji Yano
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Abstract

For a minimal diffusion process on $ (a,b) $, any possible extension of it to a standard process on $ [a,b] $ is characterized by the characteristic measures of excursions away from the boundary points $ a $ and $ b $. The generator of the extension is proved to be characterized by Feller's boundary condition.

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Kouji Yano. 2012-04-02. Extensions of diffusion processes on intervals and Feller's boundary conditions. https://arxiv.org/abs/1204.0314

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