Diffusions in one-dimensional bounded domains with reflection, absorption and jumps at the boundary and at some interior point

DOI10.17512/jamcm.2013.1.06zbMath1364.47006OpenAlexW785779799MaRDI QIDQ530104

Bohdan Kopytko, Roman Shevchuk

Publication date: 9 June 2017

Published in: Journal of Applied Mathematics and Computational Mechanics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.17512/jamcm.2013.1.06

zbMATH Keywords

boundary value problemFeller semigroupclassical potential theory

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Boundary value and inverse problems for harmonic functions in two dimensions (31A25) Potential theory on fractals and metric spaces (31E05)

Related Items (2)

One-dimensional diffusion processes in half-bounded domains with reflection and a possible jump-like exit from a moving boundary ⋮ One-dimensional diffusions in bounded domains with a possible jump-like exit from a sticky boundary

Cites Work

• On the Skorokhod mapping for equations with reflection and possible jump-like exit from a boundary
• Semigroups of operators that describe a Feller process on the line, which is the result of pasting together two diffusion processes
• Knotting of One-Dimensional Feller Processes
• Diffusion Processes in One Dimension
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