DIFFUSIONS IN ONE-DIMENSIONAL BOUNDED DOMAINS WITH REFLECTION, ABSORPTION AND JUMPS AT THE BOUNDARY AND AT SOME INTERIOR POINT

被引:5
|
作者
Kopytko, Bohdan [1 ]
Shevchuk, Roman [2 ]
机构
[1] Czestochowa Tech Univ, Inst Math, Czestochowa, Poland
[2] Ivan Franko Natl Univ Lviv, Lvov, Ukraine
关键词
D O I
10.17512/jamcm.2013.1.06
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
By the method of classical potential theory, we obtain the integral representation of the two-parameter operator semigroup that describes the inhomogeneous Feller process on a closed interval [ r(1),r(2)] that is a result of pasting together two diffusion processes given on ( r(1),r(2)) and ( r(1),r(2)), respectively, where - infinity < r(1) < r < r(2) < infinity.
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页码:55 / 68
页数:14
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