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Эта публикация цитируется в 2 научных статьях (всего в 2 статьях)
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
Аннотация:
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.
Ключевые слова:
Feller semigroup, diffusion process, conjugation condition of Feller–Wentzell.
Образец цитирования:
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
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/thsp52 https://www.mathnet.ru/rus/thsp/v17/i2/p55
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