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

DOI10.17512/JAMCM.2013.1.06MaRDI QIDQ530104zbMATHOpenAlexFDO

Authors B. I. 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) Potential theory on fractals and metric spaces (31E05) Boundary value and inverse problems for harmonic functions in two dimensions (31A25)

Recommendations

• One-dimensional diffusion processes in bounded domains with boundary conditions and conjugation condition of the Feller-Wentzell type.
• One-dimensional diffusion processes in half-bounded domains with reflection and a possible jump-like exit from a moving boundary
• Pasting of two one-dimensional diffusion processes
• scientific article; zbMATH DE number 6665391
• On a diffusion process on a half-line with Feller-Wentzel boundary condition that corresponds to reflection and jumps

Cites work

• scientific article; zbMATH DE number 3123349 (Why is no real title available?)
• scientific article; zbMATH DE number 3723637 (Why is no real title available?)
• scientific article; zbMATH DE number 50233 (Why is no real title available?)
• scientific article; zbMATH DE number 3215020 (Why is no real title available?)
• scientific article; zbMATH DE number 3262637 (Why is no real title available?)
• scientific article; zbMATH DE number 3275952 (Why is no real title available?)
• scientific article; zbMATH DE number 3291645 (Why is no real title available?)
• Diffusion Processes in One Dimension
• Knotting of One-Dimensional Feller Processes
• On pasting together two inhomogeneous diffusion processes on a line with the general Feller-Wentzell conjugation condition
• On the Skorokhod mapping for equations with reflection and possible jump-like exit from a boundary
• Pasting of two one-dimensional diffusion processes
• Semigroups of operators that describe a Feller process on the line, which is the result of pasting together two diffusion processes

Cited in

(8)

• One-dimensional diffusion processes with moving membrane: partial reflection in combination with jump-like exit of process from membrane
• On a diffusion process on a half-line with Feller-Wentzel boundary condition that corresponds to reflection and jumps
• Diffusion in Media with Membranes and Some Nonlocal Parabolic Problems
• scientific article; zbMATH DE number 5123513 (Why is no real title available?)
• One-dimensional diffusion processes in half-bounded domains with reflection and a possible jump-like exit from a moving boundary
• Extensions of diffusion processes on intervals and Feller's boundary conditions
• One-dimensional diffusions in bounded domains with a possible jump-like exit from a sticky boundary
• One-dimensional diffusion processes in bounded domains with boundary conditions and conjugation condition of the Feller-Wentzell type.

This page was built for publication: Diffusions in one-dimensional bounded domains with reflection, absorption and jumps at the boundary and at some interior point

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q530104)