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

DOI10.17512/JAMCM.2013.1.06zbMATH Open1364.47006OpenAlexW785779799MaRDI QIDQ530104FDOQ530104

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

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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)

Cites Work

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• Diffusion Processes in One Dimension
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• 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
• On pasting together two inhomogeneous diffusion processes on a line with the general Feller-Wentzell conjugation condition
• Knotting of One-Dimensional Feller Processes
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• Pasting of two one-dimensional diffusion processes
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Cited In (5)

• One-dimensional diffusion processes in half-bounded domains with reflection and a possible jump-like exit from a moving boundary
• On a diffusion process on a half-line with Feller-Wentzel boundary condition that corresponds to reflection and jumps
• One-dimensional diffusions in bounded domains with a possible jump-like exit from a sticky boundary
• Diffusion in Media with Membranes and Some Nonlocal Parabolic Problems
• Title not available (Why is that?)

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