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JOURNALS
// Theory of Stochastic Processes
// Archive
Theory Stoch. Process.,
2010
Volume 16(32),
Issue 2,
Pages
69–76
(Mi thsp76)
On a diffusion process on a half-line with Feller–Wentzel boundary condition that corresponds to reflection and jumps
P. P. Kononchuk
,
B. I. Kopytko
1, Universytetska Str., Lviv 79000, Ukraine, Ivan Franko Lviv National University, Higher Mathematics Dept.
Abstract:
An operator semigroup that describes a diffusion process on a half-line such that its behavior on a boundary is defined by the Feller–Wentzel boundary condition with the integral term is constructed using classical potential theory.
Keywords:
Diffusion process, potential theory.
MSC:
60J60
Language:
English
Fulltext:
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Steklov Math. Inst. of RAS
, 2024