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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| Date: | 2000 |
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| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2000
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/4534 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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