scientific article; zbMATH DE number 1409870

Let \(D_{i}=\{ x=(x_1,\ldots,x_{n})\in R^{n}\), \((-1)^{i}x_{n}>0\}\), \(i=1,2\), be domains in \(R^{n}.\) The authors consider generating operators \[ L_{i}={1\over 2}\sum\limits_{k,j=1}^{n}b_{kj}^{(i)}(x) {\partial^2\over \partial x_{k}\partial x_{j}} +\sum\limits_{k=1}^{n}a_{k}^{(i)}(x){\partial\over \partial x_{k}}, \quad i=1,2, \] of some homogeneous diffusion processes in \(D_{i}\), \(i=1,2\), where elements of the symmetric nonnegatively determined diffusion matrices \(b_{i}(x)=(b_{kj}^{(i)} (x))_{k,j=1}^{n}\), \(i=1,2\), and of the drive vectors \(a_{i}(x)=(a_{k}^{(i)}(x))_{k=1}^{n}\), \(i=1,2\), are real-valued bounded and continuous functions defined in \(R^{n}.\) The authors consider the problem of construction of the operator semigroup describing the most general continuous Feller processes in \(R^{n}\) such that their parts in the points from \(D_{i}\), \(i=1,2\), coincide with the given diffusion processes. This problem is called the problem of pasting together two diffusion processes. The authors consider the case where one of the adjunction conditions (pasting together condition) is the general limit Ventzell condition for multidimensional diffusion processes.

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