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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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