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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



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