One-dimensional diffusions in bounded domains with a possible jump-like exit from a sticky boundary

DOI10.17512/jamcm.2014.3.11OpenAlexW971854068MaRDI QIDQ2202576

Roman Shevchuk, Bohdan Kopytko

Publication date: 19 September 2020

Published in: Journal of Applied Mathematics and Computational Mechanics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.17512/jamcm.2014.3.11

zbMATH Keywords

diffusion processparabolic potentialconjugation problem

Mathematics Subject Classification ID

Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Cites Work

• Diffusions in one-dimensional bounded domains with reflection, absorption and jumps at the boundary and at some interior point
• Sewing two nonhomogeneous diffusion processes on a straight line
• On the Skorokhod mapping for equations with reflection and possible jump-like exit from a boundary
• The parabolic differential equations and the associated semigroups of transformation
• Knotting of One-Dimensional Feller Processes
• Diffusion Processes in One Dimension
• Boundary value problems and Markov processes
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