One-dimensional diffusion processes with moving membrane: partial reflection in combination with jump-like exit of process from membrane

DOI10.1214/20-EJP443zbMath1441.60061arXiv1912.12433MaRDI QIDQ2184602

Bohdan Kopytko, Roman Shevchuk

Publication date: 29 May 2020

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1912.12433

zbMATH Keywords

Feller semigroupparabolic potentialmethod of successive approximationsWentzell boundary condition

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) Diffusion processes (60J60)

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Cites Work

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