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    Computations and conservativeness of traces of one-dimensional diffusions

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    https://www.riss.kr/link?id=A108639521

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    다국어 초록 (Multilingual Abstract) kakao i 다국어 번역

    We compute explicitly traces of one-dimensional diffusion processes. The obtained trace forms can be regarded as Dirichlet forms on graphs. Then we discuss conditions ensuring the trace forms to be conservative. Finally, the obtained results are applied to the Bessel process of order $\nu$.
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    We compute explicitly traces of one-dimensional diffusion processes. The obtained trace forms can be regarded as Dirichlet forms on graphs. Then we discuss conditions ensuring the trace forms to be conservative. Finally, the obtained results are appli...

    We compute explicitly traces of one-dimensional diffusion processes. The obtained trace forms can be regarded as Dirichlet forms on graphs. Then we discuss conditions ensuring the trace forms to be conservative. Finally, the obtained results are applied to the Bessel process of order $\nu$.

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    참고문헌 (Reference)

    1 K.-T. Sturm, "conservativeness and Lp-Liouville properties" 456 : 173-196, 1994

    2 V. Linetsky, "The spectral decomposition of the option value" 7 (7): 337-384, 2004

    3 Z.-Q. Chen, "Symmetric Markov processes, time change, and boundary theory" Princeton Univ. Press 2012

    4 M. Gim, "Recurrence criteria for generalized Dirichlet forms" 2 (2): 2129-2166, 2016

    5 H. BelHadjAli, "On the construction and convergence of traces of forms" 277 (277): 1334-1361, 2019

    6 J. Masamune, "On the conservativeness and the recurrence of symmetric jump-diffusions" 263 (263): 3984-4008, 2012

    7 A. A. Grigoryan, "On stochastic completeness of jump processes" 271 (271): 1211-1239, 2012

    8 M. Fukushima, "On general boundary conditions for one-dimensional diffusions with symmetry" 66 (66): 289-316, 2014

    9 M. Jeanblanc, "Mathematical methods for financial markets" Springer-Verlag London, Ltd 2009

    10 K. Ito, "Essentials of stochastic processes, translated from the 1957 Japanese original by Yuji Ito" Amer. Math. Soc 231 : 2006

    1 K.-T. Sturm, "conservativeness and Lp-Liouville properties" 456 : 173-196, 1994

    2 V. Linetsky, "The spectral decomposition of the option value" 7 (7): 337-384, 2004

    3 Z.-Q. Chen, "Symmetric Markov processes, time change, and boundary theory" Princeton Univ. Press 2012

    4 M. Gim, "Recurrence criteria for generalized Dirichlet forms" 2 (2): 2129-2166, 2016

    5 H. BelHadjAli, "On the construction and convergence of traces of forms" 277 (277): 1334-1361, 2019

    6 J. Masamune, "On the conservativeness and the recurrence of symmetric jump-diffusions" 263 (263): 3984-4008, 2012

    7 A. A. Grigoryan, "On stochastic completeness of jump processes" 271 (271): 1211-1239, 2012

    8 M. Fukushima, "On general boundary conditions for one-dimensional diffusions with symmetry" 66 (66): 289-316, 2014

    9 M. Jeanblanc, "Mathematical methods for financial markets" Springer-Verlag London, Ltd 2009

    10 K. Ito, "Essentials of stochastic processes, translated from the 1957 Japanese original by Yuji Ito" Amer. Math. Soc 231 : 2006

    11 M. Fukushima, "Dirichlet forms and symmetric Markov processes" de Gruyter 1994

    12 M. Keller, "Dirichlet forms and stochastic completeness of graphs and subgraphs" 666 : 189-223, 2012

    13 P. Mandl, "Die Grundlehren der mathematischen Wissenschaften Band 151" Academia 1968

    14 M. Gim, "Conservativeness criteria for generalized Dirichlet forms" 448 (448): 1419-1449, 2017

    15 A. BenAmor, "Computations and global properties for traces of Bessel’s Dirichlet form" 44 (44): 1173-1196, 2021

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