Extensions of diffusion processes on intervals and Feller's boundary conditions
Kouji Yano · Institutional Repositories DataBase (IRDB) · 2014
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.