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Theory of Stochastic Processes, 2010, Volume 16(32), Issue 2, Pages 69–76 (Mi thsp76)  
On a diffusion process on a half-line with Feller–Wentzel boundary condition that corresponds to reflection and jumps

P. P. Kononchuk, B. I. Kopytko

1, Universytetska Str., Lviv 79000, Ukraine, Ivan Franko Lviv National University, Higher Mathematics Dept.
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Abstract: An operator semigroup that describes a diffusion process on a half-line such that its behavior on a boundary is defined by the Feller–Wentzel boundary condition with the integral term is constructed using classical potential theory.
Keywords: Diffusion process, potential theory.
Bibliographic databases:
Document Type: Article
MSC: 60J60
Language: English
Citation: P. P. Kononchuk, B. I. Kopytko, “On a diffusion process on a half-line with Feller–Wentzel boundary condition that corresponds to reflection and jumps”, Theory Stoch. Process., 16(32):2 (2010), 69–76
Citation in format AMSBIB
\Bibitem{KonKop10}
\by P.~P.~Kononchuk, B.~I.~Kopytko
\paper On a diffusion process on a half-line with Feller--Wentzel boundary condition that corresponds to reflection and jumps
\jour Theory Stoch. Process.
\yr 2010
\vol 16(32)
\issue 2
\pages 69--76
\mathnet{http://mi.mathnet.ru/thsp76}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=2777902}
\zmath{https://zbmath.org/?q=an:1249.60172}
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