On a multidimensional Brownian motion with a membrane located on a given hyperplane

DOI10.1016/j.spa.2023.03.011zbMath1511.60117OpenAlexW4327703281MaRDI QIDQ6044258

M. I. Portenko, Bohdan Kopytko

Publication date: 17 May 2023

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2023.03.011

zbMATH Keywords

Brownian motionlocal timeFeynman-Kac formulasingle layer potentialpartly permeable membrane

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60)

Cites Work

• Вінерів процес у евклідовому просторі з мембраною на даній гіперплощині
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