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This article is cited in 1 scientific paper (total in 1 paper)
On Feller semigroups associated with one-dimensional diffusion processes with membranes
B. I. Kopytkoa, R. V. Shevchukb a Ivan Franko National University of Lviv, Lviv, Ukraine; Institute of Mathematics, Czestochowa
University of Technology, Czestochowa, Poland
b Vasyl Stefanyk Precarpathian National University, Ivano-Frankivsk, Ukraine
Abstract:
By analytical method we obtain the integral representation of a two-parameter semigroup of operators associated with Feller process on a line which is a result of pasting together given diffusions at finite number of fixed points. The behavior of this process at each point of pasting together is described by Feller-Wentzell conjugation condition containing the integral term (nonlocal component).
Keywords:
Diffusion process, parabolic potential, conjugation problem.
Citation:
B. I. Kopytko, R. V. Shevchuk, “On Feller semigroups associated with one-dimensional diffusion processes with membranes”, Theory Stoch. Process., 21(37):1 (2016), 31–44
Linking options:
https://www.mathnet.ru/eng/thsp118 https://www.mathnet.ru/eng/thsp/v21/i1/p31
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