Backward Feller–Dynkin propagators for time-inhomogeneous snapping-out Brownian motions

Journal of Evolution Equations 2026 Open access

Read full text
Authors: Adam Bobrowski
DOI: 10.1007/s00028-025-01171-w
Cited by: 0
References: 24

Abstract

We use the classical theory of parabolic evolution families to construct backward Feller–Dynkin propagators governing inhomogeneous in time snapping-out Brownian motions.

Fields of Study & Subjects

Stochastic processes and statistical mechanics Stochastic processes and financial applications Differential Equations and Boundary Problems

Publication details

Journal / source
Journal of Evolution Equations
Volume
26
Issue
1
Publication date
19 January 2026
Language
EN