An inhomogeneous diffusion process model on a half-line with general boundary condition of Feller-Wentzel

By means of the methods of classic potential theory the multiplicative operator family is constructed that describes an in homogeneous diffusion process on a half-line with general boundary condition of Feller-Wentzel.

Bibliographic Details
Main Authors: B. I. Kopytko, R. Shevchuk
Format: Article
Language:English
Published: Vasyl Stefanyk Precarpathian National University 2011-12-01
Series:Karpatsʹkì Matematičnì Publìkacìï
Online Access:http://journals.pu.if.ua/index.php/cmp/article/view/101/90