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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| Published in: | Український математичний журнал |
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| Date: | 2000 |
| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2000
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| Subjects: | |
| Online Access: | https://nasplib.isofts.kiev.ua/handle/123456789/158027 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | A probabilistic representation for the solution of one problem of mathematical physics / N.I. Portenko // Український математичний журнал. — 2000. — Т. 52, № 9. — С. 1272—1282. — Бібліогр.: 18 назв. — англ. |