8 citations · 14 across the 8 of their papers we have counts for
8 papers
Discrete approximation of reflected Brownian motions by Markov chains on partitions of domains
Masanori Hino, Arata Maki, Kouhei Matsuura
In this paper, we study discrete approximation of reflected Brownian motions on domains in Euclidean space. Our approximation is given by a sequence of Markov chains on partitions…
Equivalence of the strong Feller properties of analytic semigroups and associated resolvents
Seiichiro Kusuoka, Kazuhiro Kuwae, Kouhei Matsuura
In this paper, we give sufficient conditions for the equivalence between semigroup strong Feller property and resolvent strong Feller property.
Hölder estimates for resolvents of time-changed Brownian motions
Kouhei Matsuura
This paper studies time changes of Brownian motions by positive continuous additive functionals. Under a certain regularity condition on the associated Revuz measures, we prove tha…
Pathwise uniqueness and non-explosion property of Skorohod SDEs with a class of non-Lipschitz coefficients and non-smooth domains
Masanori Hino, Kouhei Matsuura, Misaki Yonezawa
Here we study stochastic differential equations with a reflecting boundary condition. We provide sufficient conditions for pathwise uniqueness and non-explosion property of solutio…
Transition densities of reflecting Brownian motions on Lipschitz domains
Kouhei Matsuura
In this paper, we study the continuity of the transition density of the reecting Brownian motion on a general Lipschitz domain. We also provide local estimates for the density. App…
Doubly Feller property of Brownian motions with Robin boundary condition
Kouhei Matsuura
In this paper, we consider first order Sobolev spaces with Robin boundary condition on unbounded Lipschitz domains. Hunt processes are associated with these spaces. We prove that t…
Compactness of semigroups of explosive symmetric Markov processes
Kouhei Matsuura
In this paper, we investigate spectral properties of explosive symmetric Markov processes. Under a condition on its life time, we prove the -semigroup of Markov processes beco…
An integrated version of Varadhan's asymptotics for lower-order perturbations of strong local Dirichlet forms
Masanori Hino, Kouhei Matsuura
The studies of Ramírez, Hino-Ramírez, and Ariyoshi-Hino showed that an integrated version of Varadhan's asymptotics holds for Markovian semigroups associated with arbitrary strong…