2 papers
math.PR2024
A probabilistic representation of the derivative of a one dimensional killed diffusion semigroup
Dan Crisan, Arturo Kohatsu-Higa
We provide a probabilistic representation for the derivative of the semigroup corresponding to a diffusion process killed at the boundary of a half interval. In particular, we show…
math.PR2024
Probabilistic representation of the gradient of a killed diffusion semigroup: The half-space case
Dan Crisan, Arturo Kohatsu-Higa
We introduce a probabilistic representation of the derivative of the semigroup associated to a multidimensional killed diffusion process defined on the half-space. The semigroup de…