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ЖУРНАЛЫ // Theory of Stochastic Processes // Архив

Theory Stoch. Process., 2010, том 16(32), выпуск 1, страницы 73–83 (Mi thsp63)

Multidimensional diffusion process with partial reflection on a fixed hyperplane and with generalized diffusion characteristics

A. F. Novosyadlo

Ivan Franko National University, Department of Higher Mathematics, 1, Universytetska Str., Lviv 79602, Ukraine

Аннотация: We investigate the problem on pasting two parts of a diffusion process with variable coefficients on a hyperplane with additional conjugation condition of the Wentzel type given on it. A semigroup of operators that describe the unknown generalized diffusion process is obtained by using the method of classical potential theory.

Ключевые слова: Diffusion process, generalized characteristics, analytical methods.

MSC: 60J60

Язык публикации: английский



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