An inhomogeneous diffusion process model on a half-line with general boundary condition of Feller-Wentzel

zbMATH Open1391.60194MaRDI QIDQ2941891FDOQ2941891

Authors:

Publication date: 26 August 2015

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Mathematics Subject Classification ID

Diffusion processes (60J60)

Cited In (5)

• On the semigroup of Feller operators that describes a diffusion process on the half-line with nonlocal boundary conditions
• A multidimensional model of the diffusion process with membrane whose properties are described by a general Wentzel boundary condition
• Inhomogeneous diffusion processes on a half-line with jumps on its boundary
• On a diffusion process on a half-line with Feller-Wentzel boundary condition that corresponds to reflection and jumps
• Nonhomogeneous diffusion processes in a halfspace whose behaviour on the boundary is described by general Wentzel boundary condition

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