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

Authors

  • В. Kopytko Ivan Franko Lviv National University, 1 Universytetska str., 79000, Lviv, Ukraine
  • R. Shevchuk Ivan Franko Lviv National University, 1 Universytetska str., 79000, Lviv, Ukraine

Keywords:

multiplicative operator family, inhomogeneous diffusion process, boundary condition of Feller-Wentzel
Published online: 2011-12-29

Abstract

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

How to Cite
(1)
Kopytko В.; Shevchuk, R. An Inhomogeneous Diffusion Process Model on a Half-Line With General Boundary Condition of Feller-Wentzel. Carpathian Math. Publ. 2011, 3, 88– 99.