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ЖУРНАЛЫ // Theory of Stochastic Processes // Архив

Theory Stoch. Process., 2008, том 14(30), выпуск 2, страницы 52–59 (Mi thsp144)

Эта публикация цитируется в 1 статье

Pasting of two diffusion processes on a line with nonlocal boundary conditions

Pavlo Kononchuk

Ukraine, 79000, Lviv, 1 Universytetska Str., Mechanics and Mathematics Faculty, Higher Mathematics Dept.

Аннотация: In this paper, we obtain an integral representation of an operator semigroup that describes the Feller process on a line that is a result of pasting together two diffusion processes with a nonlocal condition of conjugation.

Ключевые слова: Diffusion process, nonlocal boundary conditions, analytical methods.

MSC: 60J60

Язык публикации: английский



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