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Theory of Stochastic Processes, 2010, Volume 16(32), Issue 1, Pages 73–83 (Mi thsp63)  
Multidimensional diffusion process with partial reflection on a fixed hyperplane and with generalized diffusion characteristics

A. F. Novosyadlo

Ivan Franko National University, Department of Higher Mathematics, 1, Universytetska Str., Lviv 79602, Ukraine
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Abstract: We investigate the problem on pasting two parts of a diffusion process with variable coefficients on a hyperplane with additional conjugation condition of the Wentzel type given on it. A semigroup of operators that describe the unknown generalized diffusion process is obtained by using the method of classical potential theory.
Keywords: Diffusion process, generalized characteristics, analytical methods.
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Document Type: Article
MSC: 60J60
Language: English
Citation: A. F. Novosyadlo, “Multidimensional diffusion process with partial reflection on a fixed hyperplane and with generalized diffusion characteristics”, Theory Stoch. Process., 16(32):1 (2010), 73–83
Citation in format AMSBIB
\Bibitem{Nov10}
\by A.~F.~Novosyadlo
\paper Multidimensional diffusion process with partial reflection on a fixed hyperplane and with generalized diffusion characteristics
\jour Theory Stoch. Process.
\yr 2010
\vol 16(32)
\issue 1
\pages 73--83
\mathnet{http://mi.mathnet.ru/thsp63}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=2779837}
\zmath{https://zbmath.org/?q=an:1224.60205}
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