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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
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.
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
Linking options:
https://www.mathnet.ru/eng/thsp152 https://www.mathnet.ru/eng/thsp/v14/i2/p145
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