Geodesic
On a diffusion process on a half-line with Feller--Wentzel boundary condition that corresponds to reflection and jumps
Teoriâ slučajnyh processov, Tome 16 (2010) no. 2, pp. 69-76

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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: potential theory.
Mots-clés : Diffusion process 
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     author = {P. P. Kononchuk and B. I. Kopytko},
     title = {On a diffusion process on a half-line with {Feller--Wentzel} boundary condition that corresponds to reflection and jumps},
     journal = {Teori\^a slu\v{c}ajnyh processov},
     pages = {69--76},
     publisher = {mathdoc},
     volume = {16},
     number = {2},
     year = {2010},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/THSP_2010_16_2_a7/}
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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. Teoriâ slučajnyh processov, Tome 16 (2010) no. 2, pp. 69-76. http://geodesic.mathdoc.fr/item/THSP_2010_16_2_a7/