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scientific article; zbMATH DE number 1337242
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    scientific article; zbMATH DE number 1337242

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      15 September 1999
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      parabolic equation
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      discontinuous coefficients
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      piecing together two diffusion processes
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      generalized diffusion process
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      Let in \(R^m, m\geq 2\), the following domains \(D_{i}=\{x:x\in R^m, \;(-1)^{i}x_{m}>0\},\;i=1,2\), be given. Consider in these domains diffusion processes generated by the differential operators of the form \[ L_{i}={1\over 2}\sum_{k,j=1}^{m}b_{kj}^{i}(x) {\partial^2\over \partial x_{k}\partial x_{j}}+\sum_{k=1}^{m}a_{k}^{i}(x) {\partial\over\partial x_{k}},\quad b_{kj}^{i}=b_{jk}^{i}. \] With the help of the analytic approach the author proves the existence of the semigroup of operators describing continuous Feller processes in \(R^{m}\) with generators of these processes coinciding in \(D_1\) and \(D_2\) with \(L_1\) and \(L_2\), respectively.
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