The nonlocal boundary value problem for one-dimensional backward Kolmogorov equation and associated semigroup

DOI10.15330/cmp.11.2.463-474zbMath1434.60220OpenAlexW3004400409MaRDI QIDQ5219913

Ivan Ya. Savka, R. V. Shevchuk, Zinovii Mykolaiovych Nytrebych

Publication date: 13 March 2020

Published in: Carpathian Mathematical Publications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15330/cmp.11.2.463-474

zbMATH Keywords

boundary integral equation methodFeller semigroupnonlocal boundary conditionparabolic potential

Mathematics Subject Classification ID

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

Related Items (1)

One-dimensional Wiener process with the properties of partial reflection and delay

Cites Work

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• Feller semigroups for multidimensional diffusion processes
• On the Skorokhod mapping for equations with reflection and possible jump-like exit from a boundary
• The parabolic differential equations and the associated semigroups of transformation
• On Feller semigroup generated by solution of nonlocal parabolic conjugation problem
• A boundary value problem in the theory of heat conduction with a nonclassical boundary condition

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