Pasting of two diffusion processes on a line with nonlocal boundary conditions

In this paper, we obtain an integral representation of an operator semigroup that describes the Feller process on a line that is a result of pasting together two diffusion processes with a nonlocal condition of conjugation.

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Дата:2008
Автор: Kononchuk, P.
Формат: Стаття
Мова:Англійська
Опубліковано: Інститут математики НАН України 2008
Онлайн доступ:https://nasplib.isofts.kiev.ua/handle/123456789/4552
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Назва журналу:Digital Library of Periodicals of National Academy of Sciences of Ukraine
Цитувати:Pasting of two diffusion processes on a line with nonlocal boundary conditions / P. Kononchuk // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 2. — С. 52–59. — Бібліогр.: 9 назв.— англ.

Репозитарії

Digital Library of Periodicals of National Academy of Sciences of Ukraine
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author Kononchuk, P.
author_facet Kononchuk, P.
citation_txt Pasting of two diffusion processes on a line with nonlocal boundary conditions / P. Kononchuk // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 2. — С. 52–59. — Бібліогр.: 9 назв.— англ.
collection DSpace DC
description In this paper, we obtain an integral representation of an operator semigroup that describes the Feller process on a line that is a result of pasting together two diffusion processes with a nonlocal condition of conjugation.
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spelling Kononchuk, P.
2009-12-03T16:37:02Z
2009-12-03T16:37:02Z
2008
Pasting of two diffusion processes on a line with nonlocal boundary conditions / P. Kononchuk // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 2. — С. 52–59. — Бібліогр.: 9 назв.— англ.
0321-3900
https://nasplib.isofts.kiev.ua/handle/123456789/4552
519.21
In this paper, we obtain an integral representation of an operator semigroup that describes the Feller process on a line that is a result of pasting together two diffusion processes with a nonlocal condition of conjugation.
en
Інститут математики НАН України
Pasting of two diffusion processes on a line with nonlocal boundary conditions
Article
published earlier
spellingShingle Pasting of two diffusion processes on a line with nonlocal boundary conditions
Kononchuk, P.
title Pasting of two diffusion processes on a line with nonlocal boundary conditions
title_full Pasting of two diffusion processes on a line with nonlocal boundary conditions
title_fullStr Pasting of two diffusion processes on a line with nonlocal boundary conditions
title_full_unstemmed Pasting of two diffusion processes on a line with nonlocal boundary conditions
title_short Pasting of two diffusion processes on a line with nonlocal boundary conditions
title_sort pasting of two diffusion processes on a line with nonlocal boundary conditions
url https://nasplib.isofts.kiev.ua/handle/123456789/4552
work_keys_str_mv AT kononchukp pastingoftwodiffusionprocessesonalinewithnonlocalboundaryconditions