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JOURNALS // Theory of Stochastic Processes // Archive
Theory Stoch. Process., 2011 Volume 17(33), Issue 1, Pages 61–69 (Mi thsp41)
This article is cited in 1 paper

One-dimensional model of the diffusion process with a membrane that is described by the Feller–Wentzel conjugation condition

P. P. Kononchuk

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

Abstract: An integral representation of the operator semigroup that corresponds to the most general nonbreaking Feller process on a line that is pasted from two diffusion processes is constructed, by using analytical methods.

Keywords: Diffusion process, potential theory, analytical methods.

MSC: 40J40

Language: English



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