One-dimensional Wiener process with the properties of partial reflection and delay

In this paper, we construct the two-parameter semigroup of operators associated with a certain one-dimensional inhomogeneous diffusion process and study its properties. We are interested in the process on the real line which can be described as follows. At the interior points of the half-lines separ...

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Bibliografske podrobnosti
Main Authors: B.I. Kopytko, R.V. Shevchuk
Format: Article
Jezik:English
Izdano: Vasyl Stefanyk Precarpathian National University 2021-11-01
Serija:Karpatsʹkì Matematičnì Publìkacìï
Teme:
Online dostop:https://journals.pnu.edu.ua/index.php/cmp/article/view/4859