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JOURNALS // Theory of Stochastic Processes // Archive

Theory Stoch. Process., 2011 Volume 17(33), Issue 2, Pages 55–70 (Mi thsp52)

This article is cited in 2 papers

On pasting together two inhomogeneous diffusion processes on a line with the general Feller-Wentzell conjugation condition

B. I. Kopytko, R. V. Shevchuk

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

Abstract: By the method of classical potential theory, we obtain an integral representation for the two-parameter semigroup of operators that describes the inhomogeneous Feller process on a line being a result of pasting together two diffusion processes with the general Feller–Wentzell conjugation condition.

Keywords: Feller semigroup, diffusion process, conjugation condition of Feller–Wentzell.

MSC: 60J60

Language: English



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