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Theory of Stochastic Processes, 2018, Volume 23(39), Issue 1, Pages 66–72 (Mi thsp263)  

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
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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.
Bibliographic databases:
Document Type: Article
MSC: Primary 60G52; Secondary 35S11
Language: English
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
Citation in format AMSBIB
\Bibitem{OsyPor18}
\by M.~M.~Osypchuk, M.~I.~Portenko
\paper On constructing a sticky membrane located on a~given surface for a~symmetric $\alpha$-stable process
\jour Theory Stoch. Process.
\yr 2018
\vol 23(39)
\issue 1
\pages 66--72
\mathnet{http://mi.mathnet.ru/thsp263}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3948506}
\zmath{https://zbmath.org/?q=an:07068456}
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