One-dimensional diffusion processes in half-bounded domains with reflection and a possible jump-like exit from a moving boundary
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Cites work
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- Diffusions in one-dimensional bounded domains with reflection, absorption and jumps at the boundary and at some interior point
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- On the Skorokhod mapping for equations with reflection and possible jump-like exit from a boundary
- The parabolic differential equations and the associated semigroups of transformation
Cited in
(9)- One-dimensional diffusion processes with moving membrane: partial reflection in combination with jump-like exit of process from membrane
- One-dimensional diffusions in bounded domains with a possible jump-like exit from a sticky boundary
- On a diffusion process on a half-line with Feller-Wentzel boundary condition that corresponds to reflection and jumps
- Inhomogeneous diffusion processes on a half-line with jumps on its boundary
- scientific article; zbMATH DE number 1537445 (Why is no real title available?)
- On Feller semigroup generated by solution of nonlocal parabolic conjugation problem
- Semigroups of operators describing a multi-dimensional diffusion with partially reflecting barrier on a hyperplane
- Diffusions in one-dimensional bounded domains with reflection, absorption and jumps at the boundary and at some interior point
- Entrance and exit at infinity for stable jump diffusions
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