Pasting of two diffusion processes on a line with nonlocal boundary conditions
In this paper, we obtain an integral representation of an operator semigroup that describes the Feller process on a line that is a result of pasting together two diffusion processes with a nonlocal condition of conjugation.
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| Date: | 2008 |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2008
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| Online Access: | http://dspace.nbuv.gov.ua/handle/123456789/4552 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | Pasting of two diffusion processes on a line with nonlocal boundary conditions / P. Kononchuk // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 2. — С. 52–59. — Бібліогр.: 9 назв.— англ. |