Geodesic
Multidimensional diffusion process with partial reflection on a fixed hyperplane and with generalized diffusion characteristics
Teoriâ slučajnyh processov, Tome 16 (2010) no. 1, pp. 73-83

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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: generalized characteristics, analytical methods.
Mots-clés : Diffusion process 
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     author = {A. F. Novosyadlo},
     title = {Multidimensional diffusion process with partial reflection on a fixed hyperplane and with generalized diffusion characteristics},
     journal = {Teori\^a slu\v{c}ajnyh processov},
     pages = {73--83},
     publisher = {mathdoc},
     volume = {16},
     number = {1},
     year = {2010},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/THSP_2010_16_1_a9/}
}
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A. F. Novosyadlo. Multidimensional diffusion process with partial reflection on a fixed hyperplane and with generalized diffusion characteristics. Teoriâ slučajnyh processov, Tome 16 (2010) no. 1, pp. 73-83. http://geodesic.mathdoc.fr/item/THSP_2010_16_1_a9/