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ЖУРНАЛЫ // Theory of Stochastic Processes // Архив

Theory Stoch. Process., 2011, том 17(33), выпуск 1, страницы 119–129 (Mi thsp47)

Inhomogeneous diffusion processes on a half-line with jumps on its boundary

R. V. Shevchuk

Ivan Franko National University, Department of Higher Mathematics, 1, Universytetska Str., Lviv 79000, Ukraine

Аннотация: By means of the method of classical potential theory, we construct a multiplicative operator family that describes an inhomogeneous diffusion process on a half-line with the Feller–Wentzel boundary condition which corresponds to the absorption and jumps of the process.

Ключевые слова: Method of classical potential theory, multiplicative operator family, inhomogeneous diffusion process, Feller–Wentzel boundary condition.

MSC: 60J60

Язык публикации: английский



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