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

• Date: 2008
• Main Author: Tsapovska, Z.Ya.
• Format: Article
• Language: English
• Published: Інститут математики НАН України 2008
• Online Access: https://nasplib.isofts.kiev.ua/handle/123456789/4560
• Journal Title: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Cite this: 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.