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JOURNALS // Theory of Stochastic Processes // Archive

Theory Stoch. Process., 2008 Volume 14(30), Issue 2, Pages 145–154 (Mi thsp152)

Nonhomogeneous diffusion processes in a halfspace whose behaviour on the boundary is described by general Wentzel boundary condition

Zhanneta Ya. Tsapovska

Ivan Franko National University, Department of Higner Mathematics, Universytetska Str.1, Lviv 79602, Ukraine

Abstract: Using analytical methods, we consider the problem of constructing a nonhomogeneous multidimensional diffusion process in a halfspace with given diffusion characteristics at the inner points and general Wentzel boundary conditions.

MSC: 60J60

Language: English



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