|
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
Аннотация:
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.
Ключевые слова:
Method of classical potential theory, multiplicative operator family, inhomogeneous diffusion process, Feller–Wentzel boundary condition.
Образец цитирования:
R. V. Shevchuk, “Inhomogeneous diffusion processes on a half-line with jumps on its boundary”, Theory Stoch. Process., 17(33):1 (2011), 119–129
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/thsp47 https://www.mathnet.ru/rus/thsp/v17/i1/p119
|
Статистика просмотров: |
Страница аннотации: | 127 | PDF полного текста: | 55 | Список литературы: | 33 |
|