One-dimensional diffusion processes in bounded domains with boundary conditions and conjugation condition of the Feller-Wentzell type.

zbMATH Open1313.60140MaRDI QIDQ2933282FDOQ2933282

Authors: B. I. Kopytko, R. V. Shevchuk 

Publication date: 10 December 2014

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zbMATH Keywords

diffusion processFeller processFeller-Wentzell type conjugation condition

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60)

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• One-dimensional Wiener process with the properties of partial reflection and delay
• One-dimensional diffusions in bounded domains with a possible jump-like exit from a sticky boundary
• Characteristic functions and symbols in the theory of Feller processes
• Knotting of One-Dimensional Feller Processes
• Duality of a Class of One‐Dimensional FELLER‐Processes
• Doubly Feller property of Brownian motions with Robin boundary condition
• Superposition of diffusion processes: Feller property
• One-dimensional diffusion processes with moving membrane: partial reflection in combination with jump-like exit of process from membrane
• Markov processes and diffusion equations on unbounded intervals
• An inhomogeneous diffusion process model on a half-line with general boundary condition of Feller-Wentzel
• Extensions of diffusion processes on intervals and Feller's boundary conditions
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