One-dimensional Wiener process with the properties of partial reflection and delay

DOI10.15330/CMP.13.2.534-544zbMath1483.60113OpenAlexW3216791296WikidataQ114006993 ScholiaQ114006993MaRDI QIDQ5037417

R. V. Shevchuk, Bohdan Kopytko

Publication date: 1 March 2022

Published in: Carpathian Mathematical Publications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15330/cmp.13.2.534-544

zbMATH Keywords

parabolic equationdiffusion processFeller semigroupsimple-layer potential

Mathematics Subject Classification ID

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

Cites Work

• The nonlocal boundary value problem for one-dimensional backward Kolmogorov equation and associated semigroup

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