No label defined (Q3972686)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 16039
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | No label defined |
scientific article; zbMATH DE number 16039 |
Statements
25 June 1992
0 references
Feller process
0 references
boundary condition
0 references
[For the entire collection see Zbl 0713.00012.] The author deals with the problem of defining a Feller process which coincides on two given domains \(D_ 1\) and \(D_ 2\) with diffusion processes which are generated by two linear operators with constant coefficients. The boundary condition on the hyperplane \(\{x\in\mathbb{R}^ m\mid\;x_ m=0\}\) which separates \(D_ 1\) and \(D_ 2\) is of the type \[ T_ t\varphi(x',-0)=T_ t\varphi(x',+0) \] and \[ q_ 1{\partial T_ t\varphi(x',-0)\over\partial n_ 1} + q_ 2{\partial T_ t\varphi(x',+0)\over\partial n_ 2}=0 \] for real constants \(q_ 1\) and \(q_ 2\).
0 references