RUS  ENG
Полная версия
ЖУРНАЛЫ // Theory of Stochastic Processes // Архив

Theory Stoch. Process., 2011, том 17(33), выпуск 1, страницы 61–69 (Mi thsp41)

Эта публикация цитируется в 1 статье

One-dimensional model of the diffusion process with a membrane that is described by the Feller–Wentzel conjugation condition

P. P. Kononchuk

Ivan Franko National University of Lviv, Department of Higher Mathematics, 1, Universytetska Str., Lviv 79000, Ukraine

Аннотация: An integral representation of the operator semigroup that corresponds to the most general nonbreaking Feller process on a line that is pasted from two diffusion processes is constructed, by using analytical methods.

Ключевые слова: Diffusion process, potential theory, analytical methods.

MSC: 40J40

Язык публикации: английский



Реферативные базы данных:


© МИАН, 2024