Nonhomogeneous diffusion processes in a halfspace whose behaviour on the boundary is described by general Wentzel boundary condition

• Дата: 2008
• Автор: Tsapovska, Z.Ya.
• Формат: Стаття
• Мова: English
• Опубліковано: Інститут математики НАН України 2008
• Онлайн доступ: http://dspace.nbuv.gov.ua/handle/123456789/4560
• Назва журналу: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Цитувати: Nonhomogeneous diffusion processes in a halfspace whose behaviour on the boundary is described by general Wentzel boundary condition / Z.Ya. Tsapovska // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 2. — С. 145–154. — Бібліогр.: 12 назв.— англ.

Using analytical methods, we consider the problem of constructing a nonhomogeneous multidimensional diffusion process in a halfspace with given diffusion characteristics at the inner points and general Wentzel boundary conditions.