The problem of pasting together two diffusion processes and classical potentials

MaRDI QIDQ3077855zbMATH OpenFDO

Authors B. I. Kopytko, M.Ī. Portenko

Publication date 22 February 2011

zbMATH Keywords

diffusion processpotentialstochastic differential equation

Mathematics Subject Classification ID

Transition functions, generators and resolvents (60J35) Diffusion processes (60J60)

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(7)

• Concatenation and pasting of right processes
• One-dimensional diffusion processes with moving membrane: partial reflection in combination with jump-like exit of process from membrane
• The snapping out Brownian motion
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• Darning and gluing of diffusions
• Concatenation of Nonhonest Feller Processes, Exit Laws, and Limit Theorems on Graphs
• Diffusion in Media with Membranes and Some Nonlocal Parabolic Problems

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