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ЖУРНАЛЫ // Theory of Stochastic Processes // Архив

Theory Stoch. Process., 2016, том 21(37), выпуск 1, страницы 31–44 (Mi thsp118)

Эта публикация цитируется в 1 статье

On Feller semigroups associated with one-dimensional diffusion processes with membranes

B. I. Kopytkoa, R. V. Shevchukb

a Ivan Franko National University of Lviv, Lviv, Ukraine; Institute of Mathematics, Czestochowa University of Technology, Czestochowa, Poland
b Vasyl Stefanyk Precarpathian National University, Ivano-Frankivsk, Ukraine

Аннотация: By analytical method we obtain the integral representation of a two-parameter semigroup of operators associated with Feller process on a line which is a result of pasting together given diffusions at finite number of fixed points. The behavior of this process at each point of pasting together is described by Feller-Wentzell conjugation condition containing the integral term (nonlocal component).

Ключевые слова: Diffusion process, parabolic potential, conjugation problem.

MSC: Primary 60J60

Язык публикации: английский



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