Geodesic
Inhomogeneous diffusion processes on a half-line with jumps on its boundary
Teoriâ slučajnyh processov, Tome 17 (2011) no. 1, pp. 119-129

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By means of the method of classical potential theory, we construct a multiplicative operator family that describes an inhomogeneous diffusion process on a half-line with the Feller–Wentzel boundary condition which corresponds to the absorption and jumps of the process.
Keywords: Method of classical potential theory, multiplicative operator family, inhomogeneous diffusion process, Feller–Wentzel boundary condition. 
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     author = {R. V. Shevchuk},
     title = {Inhomogeneous diffusion processes on a half-line with jumps on its boundary},
     journal = {Teori\^a slu\v{c}ajnyh processov},
     pages = {119--129},
     publisher = {mathdoc},
     volume = {17},
     number = {1},
     year = {2011},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/THSP_2011_17_1_a12/}
}
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R. V. Shevchuk. Inhomogeneous diffusion processes on a half-line with jumps on its boundary. Teoriâ slučajnyh processov, Tome 17 (2011) no. 1, pp. 119-129. http://geodesic.mathdoc.fr/item/THSP_2011_17_1_a12/