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Functional Analysis VII
September 17-26, 2001
Department of Mathematics, University of Zagreb, Croatia
Dubrovnik, Croatia

Organizers
Hrvoje Kraljevic, Zagreb, Croatia; Davor Butkovic, Zagreb, Croatia; Murali Rao, Gainesville, Florida, USA

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On Chapman-Kolmogorov equations of Volterra type
by
Goran Peskir
University of Aarhus, Denmark

A system of integral equations arising in the first-passage problem for Markov processes will be presented. The initial idea of the derivation goes back to Schrödinger (1915).

Key words and phrases: The Chapman-Kolmogorov equation, the first-passage problem, Volterra integral equations, partial integro-differential equations, the reflection principle.

Date received: September 7, 2001

Copyright © 2001 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # cagt-65.