One-dimensional model of the diffusion process with a membrane that is described by the Feller--Wentzel conjugation condition
Teoriâ slučajnyh processov, Tome 17 (2011) no. 1, pp. 61-69
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An integral representation of the operator semigroup that corresponds to the most general nonbreaking Feller process on a line that is pasted from two diffusion processes is constructed, by using analytical methods.
Keywords:
potential theory, analytical methods.
Mots-clés : Diffusion process
Mots-clés : Diffusion process
@article{THSP_2011_17_1_a6,
author = {P. P. Kononchuk},
title = {One-dimensional model of the diffusion process with a membrane that is described by the {Feller--Wentzel} conjugation condition},
journal = {Teori\^a slu\v{c}ajnyh processov},
pages = {61--69},
publisher = {mathdoc},
volume = {17},
number = {1},
year = {2011},
language = {en},
url = {http://geodesic.mathdoc.fr/item/THSP_2011_17_1_a6/}
}
TY - JOUR AU - P. P. Kononchuk TI - One-dimensional model of the diffusion process with a membrane that is described by the Feller--Wentzel conjugation condition JO - Teoriâ slučajnyh processov PY - 2011 SP - 61 EP - 69 VL - 17 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/THSP_2011_17_1_a6/ LA - en ID - THSP_2011_17_1_a6 ER -
%0 Journal Article %A P. P. Kononchuk %T One-dimensional model of the diffusion process with a membrane that is described by the Feller--Wentzel conjugation condition %J Teoriâ slučajnyh processov %D 2011 %P 61-69 %V 17 %N 1 %I mathdoc %U http://geodesic.mathdoc.fr/item/THSP_2011_17_1_a6/ %G en %F THSP_2011_17_1_a6
P. P. Kononchuk. One-dimensional model of the diffusion process with a membrane that is described by the Feller--Wentzel conjugation condition. Teoriâ slučajnyh processov, Tome 17 (2011) no. 1, pp. 61-69. http://geodesic.mathdoc.fr/item/THSP_2011_17_1_a6/