scientific article
From MaRDI portal
Publication:2785443
zbMath0888.60068MaRDI QIDQ2785443
Publication date: 23 February 1997
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Markov processesdiffusion processesmembranesKolmogorov equationsdiffusion in mediumdiffusion process into a perturbed mediumweak convergence of diffusion processes
Initial-boundary value problems for second-order parabolic equations (35K20) Diffusion processes (60J60) Partial differential equations of mathematical physics and other areas of application (35Q99) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
Related Items (11)
One-dimensional stochastic equations in layered media with semi-permeable barriers ⋮ One-dimensional diffusion processes in half-bounded domains with reflection and a possible jump-like exit from a moving boundary ⋮ On some Markov processes related to a symmetric α-stable process ⋮ The first passage time and estimation of the number of level-crossings for a telegraph process ⋮ Diffusion processes in a composite environment ⋮ Convergence of skew Brownian motions with local times at several points that are contracted into a single one ⋮ One-dimensional diffusions in bounded domains with a possible jump-like exit from a sticky boundary ⋮ On Feller semigroup generated by solution of nonlocal parabolic conjugation problem ⋮ Diffusion in Media with Membranes and Some Nonlocal Parabolic Problems ⋮ The nonlocal boundary value problem for one-dimensional backward Kolmogorov equation and associated semigroup ⋮ Semigroups of operators that describe a Feller process on the line, which is the result of pasting together two diffusion processes
This page was built for publication:
