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JOURNALS // Theory of Stochastic Processes // Archive

Theory Stoch. Process., 2011 Volume 17(33), Issue 1, Pages 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

Abstract: 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.

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

MSC: 60J60

Language: English



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