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

DOI10.15330/CMP.11.2.463-474MaRDI QIDQ5219913zbMATH OpenOpenAlexFDO

Authors R. V. Shevchuk, I. Ya. Savka, Z. M. Nytrebych

Publication date 13 March 2020

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

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

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)

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Cites work

• A boundary value problem in the theory of heat conduction with a nonclassical boundary condition
• Diffusion processes in media with membranes.
• Feller semigroups for multidimensional diffusion processes
• scientific article; zbMATH DE number 3123349 (Why is no real title available?)
• scientific article; zbMATH DE number 3215020 (Why is no real title available?)
• scientific article; zbMATH DE number 3233089 (Why is no real title available?)
• scientific article; zbMATH DE number 3262637 (Why is no real title available?)
• On Feller semigroup generated by solution of nonlocal parabolic conjugation problem
• On the Skorokhod mapping for equations with reflection and possible jump-like exit from a boundary
• Pasting of two one-dimensional diffusion processes
• The parabolic differential equations and the associated semigroups of transformation

Cited in

(10)

• A nonlocal boundary-value problem for the Fokker-Planck-Kolmogorov equation
• Nonlocal transformations of Kolmogorov equations into the backward heat equation
• The nonlocal conjugation problem for one-dimensional parabolic equation with discontinuous coefficients and associated Feller semigroup
• On Feller semigroup generated by solution of nonlocal parabolic conjugation problem
• On the solution of the Fokker–Planck equation for a Feller process
• One-dimensional Wiener process with the properties of partial reflection and delay
• On a nonclassical problem for the heat equation and the Feller semigroup generated by it
• THE NONLOCAL CONJUGATION PROBLEM FOR A LINEAR SECOND ORDER PARABOLIC EQUATION OF KOLMOGOROV'S TYPE WITH DISCONTINUOUS COEFFICIENTS
• Diffusion in Media with Membranes and Some Nonlocal Parabolic Problems
• Boundary conditions for nonlocal one-sided pseudo-differential operators and the associated stochastic processes

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