Diffusions in one-dimensional bounded domains with reflection, absorption and jumps at the boundary and at some interior point

• Autorzy: Kopytko B. , Shevchuk R.
• Języki publikacji: EN

Abstrakty

EN

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 [ r1,r2 ] that is a result of pasting together two diffusion processes given on ( r1,r, ) and ( r, r2 ), respectively, where - ∞ < r1 < r < r2 <∞ .

Słowa kluczowe

EN

classical potential theory; boundary value problem; Feller semigroup

• Wydawca: Wydawnictwo Politechniki Częstochowskiej
• Czasopismo: Journal of Applied Mathematics and Computational Mechanics
• Rocznik: 2013
• Tom: Vol. 12, nr 1
• Strony: 55--68
• Opis fizyczny: Bibliogr. 13 poz.

Twórcy

autor

Kopytko B.

• Institute of Mathematics, Czestochowa University of Technology, Czestochowa, Poland

autor

Shevchuk R.

• Ivan Franko National University of Lviv, Lviv, Ukraine

Bibliografia

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• [4] Kopytko B.I., Shevchuk R.V., On pasting together two inhomogeneous diffusion processes on a line with the general Feller-Wentzell conjugation condition, Theory of Stochastic Processes 2011, 17(33), 2, 55-70.
• [5] Shevchuk R.V., Pasting of two one-dimensional diffusion processes, Annales Mathematicae et Informaticae 2012, 39, 225-239.
• [6] Kononchuk P.P., Kopytko B.I., Semigroups of operators that describe a Feller process on the line, which is the result of pasting together two diffusion processes, Theor. Probability and Math. Statist. 2012, 84, 87-97.
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• [9] Pilipenko A.Yu., On the Skorokhod mapping for equations with reflection and possible jumplike exit from a boundary, Ukrainian Math. J. 2012, 63, 9, 1415-1432.
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