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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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Datum:	2000
Hauptverfasser:	Portenko, N. I., Портенко, М. І.
Format:	Artikel
Sprache:	Englisch
Veröffentlicht:	Institute of Mathematics, NAS of Ukraine 2000
Online Zugang:	https://umj.imath.kiev.ua/index.php/umj/article/view/4534
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Назва журналу:	Ukrains’kyi Matematychnyi Zhurnal
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