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Theory of Stochastic Processes, 2008, Volume 14(30), Issue 2, Pages 145–154 (Mi thsp152)  

Nonhomogeneous diffusion processes in a halfspace whose behaviour on the boundary is described by general Wentzel boundary condition

Zhanneta Ya. Tsapovska

Ivan Franko National University, Department of Higner Mathematics, Universytetska Str.1, Lviv 79602, Ukraine
References:
Abstract: Using analytical methods, we consider the problem of constructing a nonhomogeneous multidimensional diffusion process in a halfspace with given diffusion characteristics at the inner points and general Wentzel boundary conditions.
Document Type: Article
MSC: 60J60
Language: English
Citation: Zhanneta Ya. Tsapovska, “Nonhomogeneous diffusion processes in a halfspace whose behaviour on the boundary is described by general Wentzel boundary condition”, Theory Stoch. Process., 14(30):2 (2008), 145–154
Citation in format AMSBIB
\Bibitem{Tsa08}
\by Zhanneta Ya. Tsapovska
\paper Nonhomogeneous diffusion processes in a
halfspace whose behaviour on the boundary is
described by general Wentzel boundary condition
\jour Theory Stoch. Process.
\yr 2008
\vol 14(30)
\issue 2
\pages 145--154
\mathnet{http://mi.mathnet.ru/thsp152}
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  • https://www.mathnet.ru/eng/thsp/v14/i2/p145
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