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A probabilistic representation for the solution of one problem of mathematical physics
We consider a multidimensional Wiener process with a semipermeable membrane located on a given hyperplane. The paths of this process are the solutions of a stochastic differential equation, which can be regarded as a generalization of the well-known Skorokhod equation for a diffusion process in a bo...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2000
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| Series: | Український математичний журнал |
| Subjects: | |
| Online Access: | http://dspace.nbuv.gov.ua/handle/123456789/158027 |
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