Abstract (EN):
After having constructed convolution-like operators associated with the Shiryaev process and with a family of one-dimensional diffusion processes generated by Sturm¿Liouville operators, we devote this final chapter to a more general discussion of the problem formulated in the Introduction: the construction of a generalized convolution associated with a given Feller process on a generally multidimensional state space. © 2022, The Author(s), under exclusive license to Springer Nature Switzerland AG.
Language:
English
Type (Professor's evaluation):
Scientific