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Theory of Stochastic Processes, 2011, Volume 17(33), Issue 2, Pages 55–70 (Mi thsp52)  
This article is cited in 2 scientific papers (total in 2 papers)

On pasting together two inhomogeneous diffusion processes on a line with the general Feller-Wentzell conjugation condition

B. I. Kopytko, R. V. Shevchuk

Ivan Franko National University, Department of Higher Mathematics, Universytetska Str. 1, Lviv, 79000, Ukraine
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Abstract: By the method of classical potential theory, we obtain an integral representation for the two-parameter semigroup of operators that describes the inhomogeneous Feller process on a line being a result of pasting together two diffusion processes with the general Feller–Wentzell conjugation condition.
Keywords: Feller semigroup, diffusion process, conjugation condition of Feller–Wentzell.
Funding agency Grant number
State Fund for Fundamental Researches (Ukraine) F40.1/023
Work partially supported by the State fund for fundamental researches of Ukraine and the Russian foundation for basic research, grant No. F40.1/023.
Bibliographic databases:
Document Type: Article
MSC: 60J60
Language: English
Citation: B. I. Kopytko, R. V. Shevchuk, “On pasting together two inhomogeneous diffusion processes on a line with the general Feller-Wentzell conjugation condition”, Theory Stoch. Process., 17(33):2 (2011), 55–70
Citation in format AMSBIB
\Bibitem{KopShe11}
\by B.~I.~Kopytko, R.~V.~Shevchuk
\paper On pasting together two inhomogeneous diffusion processes on a line with the general Feller-Wentzell conjugation condition
\jour Theory Stoch. Process.
\yr 2011
\vol 17(33)
\issue 2
\pages 55--70
\mathnet{http://mi.mathnet.ru/thsp52}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2934559}
\zmath{https://zbmath.org/?q=an:1249.60173}
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  • https://www.mathnet.ru/eng/thsp/v17/i2/p55
    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Theory of Stochastic Processes
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    References:36
     
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