scientific article; zbMATH DE number 16039

MaRDI QIDQ3972686zbMATH OpenFDO

Authors B. I. Kopytko

Publication date 25 June 1992

zbMATH Keywords

boundary conditionFeller process

Mathematics Subject Classification ID

Heat equation (35K05) Initial-boundary value problems for second-order parabolic equations (35K20) Diffusion processes (60J60)

Review text

[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 \(q_ 2\).

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