On pasting together two inhomogeneous diffusion processes on a line with the general Feller-Wentzell conjugation condition
Teoriâ slučajnyh processov, Tome 17 (2011) no. 2, pp. 55-70
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By the method of classical potential theory, we obtain an integral representation for the two-parameter semigroup of operators that describes the inhomogeneous Feller process on a line being a result of pasting together two diffusion processes with the general Feller–Wentzell conjugation condition.
Keywords:
Feller semigroup, conjugation condition of Feller–Wentzell.
Mots-clés : diffusion process
Mots-clés : diffusion process
@article{THSP_2011_17_2_a4,
author = {B. I. Kopytko and R. V. Shevchuk},
title = {On pasting together two inhomogeneous diffusion processes on a line with the general {Feller-Wentzell} conjugation condition},
journal = {Teori\^a slu\v{c}ajnyh processov},
pages = {55--70},
publisher = {mathdoc},
volume = {17},
number = {2},
year = {2011},
language = {en},
url = {http://geodesic.mathdoc.fr/item/THSP_2011_17_2_a4/}
}
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B. I. Kopytko; R. V. Shevchuk. On pasting together two inhomogeneous diffusion processes on a line with the general Feller-Wentzell conjugation condition. Teoriâ slučajnyh processov, Tome 17 (2011) no. 2, pp. 55-70. http://geodesic.mathdoc.fr/item/THSP_2011_17_2_a4/