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Theory of Stochastic Processes, 2011, Volume 17(33), Issue 1, Pages 119–129 (Mi thsp47)  
Inhomogeneous diffusion processes on a half-line with jumps on its boundary

R. V. Shevchuk

Ivan Franko National University, Department of Higher Mathematics, 1, Universytetska Str., Lviv 79000, Ukraine
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Abstract: By means of the method of classical potential theory, we construct a multiplicative operator family that describes an inhomogeneous diffusion process on a half-line with the Feller–Wentzel boundary condition which corresponds to the absorption and jumps of the process.
Keywords: Method of classical potential theory, multiplicative operator family, inhomogeneous diffusion process, Feller–Wentzel boundary condition.
Funding agency Grant number
State Fund for Fundamental Researches (Ukraine) F40.1/023
This work was partially supported by the State fund for fundamental researches of Ukraine and the Russian foundation for basic research under project F40.1/023.
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Document Type: Article
MSC: 60J60
Language: English
Citation: R. V. Shevchuk, “Inhomogeneous diffusion processes on a half-line with jumps on its boundary”, Theory Stoch. Process., 17(33):1 (2011), 119–129
Citation in format AMSBIB
\Bibitem{She11}
\by R.~V.~Shevchuk
\paper Inhomogeneous diffusion processes on a half-line with jumps on its boundary
\jour Theory Stoch. Process.
\yr 2011
\vol 17(33)
\issue 1
\pages 119--129
\mathnet{http://mi.mathnet.ru/thsp47}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3076883}
\zmath{https://zbmath.org/?q=an:1249.60175}
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