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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



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