RUS
ENG
Полная версия
ЖУРНАЛЫ
// Theory of Stochastic Processes
// Архив
Theory Stoch. Process.,
2008
, том 14(30),
выпуск 2,
страницы
145–154
(Mi thsp152)
Nonhomogeneous diffusion processes in a halfspace whose behaviour on the boundary is described by general Wentzel boundary condition
Zhanneta Ya. Tsapovska
Ivan Franko National University, Department of Higner Mathematics, Universytetska Str.1, Lviv 79602, Ukraine
Аннотация:
Using analytical methods, we consider the problem of constructing a nonhomogeneous multidimensional diffusion process in a halfspace with given diffusion characteristics at the inner points and general Wentzel boundary conditions.
Ключевые слова:
Nonhomogeneous diffusion process, general Wentzel boundary condition, analytical method, parabolic potentials.
MSC:
60J60
Язык публикации:
английский
Полный текст:
PDF файл (229 kB)
Список литературы
©
МИАН
, 2024