RUS  ENG
Full version
JOURNALS // Theory of Stochastic Processes // Archive

Theory Stoch. Process., 2016 Volume 21(37), Issue 1, Pages 31–44 (Mi thsp118)

This article is cited in 1 paper

On Feller semigroups associated with one-dimensional diffusion processes with membranes

B. I. Kopytkoa, R. V. Shevchukb

a Ivan Franko National University of Lviv, Lviv, Ukraine; Institute of Mathematics, Czestochowa University of Technology, Czestochowa, Poland
b Vasyl Stefanyk Precarpathian National University, Ivano-Frankivsk, Ukraine

Abstract: By analytical method we obtain the integral representation of a two-parameter semigroup of operators associated with Feller process on a line which is a result of pasting together given diffusions at finite number of fixed points. The behavior of this process at each point of pasting together is described by Feller-Wentzell conjugation condition containing the integral term (nonlocal component).

Keywords: Diffusion process, parabolic potential, conjugation problem.

MSC: Primary 60J60

Language: English



Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024