We consider a class of possible extensions of a given symmetric Feller process Z, from R\{0} to the entire real line R, depending on a parameter alpha is an element of [0, 1]. It is proved that the proposed extension exists if alpha = 1/2; for alpha not equal 1/2, exists if and only if Z(t) does not jump over 0 (e.g., if Z(t) is a diffusion).
机构:
King Faisal Univ, Coll Sci, Dept Math & Stat, POB 400, Al Hasa 31982, Saudi ArabiaKing Faisal Univ, Coll Sci, Dept Math & Stat, POB 400, Al Hasa 31982, Saudi Arabia
机构:
Natl Acad Sci Ukraine, Inst Appl Math & Mech, Dept Probabil Theory & Math Stat, Luxemburg St 74, UA-83114 Donetsk, UkraineNatl Acad Sci Ukraine, Inst Appl Math & Mech, Dept Probabil Theory & Math Stat, Luxemburg St 74, UA-83114 Donetsk, Ukraine
机构:
Univ Paris, Sorbonne Univ, Lab Jacques Louis Lions, INRIA,CNRS, Paris, FranceUniv Paris, Sorbonne Univ, Lab Jacques Louis Lions, INRIA,CNRS, Paris, France
Boscain, Ugo
Neel, Robert W.
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机构:
Lehigh Univ, Dept Math, Bethlehem, PA 18015 USAUniv Paris, Sorbonne Univ, Lab Jacques Louis Lions, INRIA,CNRS, Paris, France
Neel, Robert W.
ELECTRONIC COMMUNICATIONS IN PROBABILITY,
2020,
25