|
On constructing a sticky membrane located on a given surface for a symmetric $\alpha$-stable process
M. M. Osypchuka, M. I. Portenkob a Vasyl Stefanyk Precarpathian National University
b Institute of Mathematics of Ukrainian National Academy of Sciences
Abstract:
For a symmetric $\alpha$-stable stochastic process with $\alpha\in(1,2)$ in a Euclidean space, a membrane located on a fixed bounded closed surface $S$ is constructed in such a way that the points of the surface possess the property of delaying the process with some given positive coefficient $(p(x))_{x\in S}$. In other words, the points of $S$ are sticky for the process constructed. We show that this process is associated with some initial-boundary value problem for pseudo-differential equations related to a symmetric $\alpha$-stable process.
Keywords:
Stable process, Membranes, Feynman-Kac formula, Random change of time, Initial-boundary value problem, Pseudo-differential equation.
Citation:
M. M. Osypchuk, M. I. Portenko, “On constructing a sticky membrane located on a given surface for a symmetric $\alpha$-stable process”, Theory Stoch. Process., 23(39):1 (2018), 66–72
Linking options:
https://www.mathnet.ru/eng/thsp263 https://www.mathnet.ru/eng/thsp/v23/i1/p66
|
|