One-dimensional diffusion processes in half-bounded domains with reflection and a possible jump-like exit from a moving boundary

DOI10.17512/jamcm.2016.4.08zbMath1462.60103OpenAlexW2566999264MaRDI QIDQ2659386

Bohdan Kopytko, Roman Shevchuk

Publication date: 26 March 2021

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.2016.4.08

zbMATH Keywords

diffusion processparabolic potentialFeller-Wentzell boundary condition

Mathematics Subject Classification ID

Diffusion processes (60J60)

Related Items (1)

On Feller semigroup generated by solution of nonlocal parabolic conjugation problem

Cites Work

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