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Theory of Stochastic Processes, 2016, Volume 21(37), Issue 1, Pages 31–44 (Mi thsp118)  
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
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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.
Funding agency Grant number
Russian Foundation for Basic Research 14-01-90406_Укр_а
Both authors are supported by the National Academy of Sciences of Ukraine and the Russian Foundation for Basic Research Grant 09-01-14.
Bibliographic databases:
Document Type: Article
MSC: Primary 60J60
Language: English
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
Citation in format AMSBIB
\Bibitem{KopShe16}
\by B.~I.~Kopytko, R.~V.~Shevchuk
\paper On Feller semigroups associated with one-dimensional diffusion processes with membranes
\jour Theory Stoch. Process.
\yr 2016
\vol 21(37)
\issue 1
\pages 31--44
\mathnet{http://mi.mathnet.ru/thsp118}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3571410}
\zmath{https://zbmath.org/?q=an:1363.60108}
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  • https://www.mathnet.ru/eng/thsp/v21/i1/p31
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Theory of Stochastic Processes
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