On a multidimentional Brownian motion with partly reflecting membrane on a hyperplane

zbMath0993.60041arXiv1210.8015MaRDI QIDQ4538825

Ludmila L. Zajtseva

Publication date: 3 July 2002

Full work available at URL: https://arxiv.org/abs/1210.8015

zbMATH Keywords

generalized diffusion processmultidimensional Brownian motion

Mathematics Subject Classification ID

Diffusion processes (60J60) Generalized stochastic processes (60G20)

Related Items (2)

One-dimensional diffusion processes with moving membrane: partial reflection in combination with jump-like exit of process from membrane ⋮ Diffusion in Media with Membranes and Some Nonlocal Parabolic Problems

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