On existence of the operator semi-group which describes a Wiener process in a semi-bounded domain with non-classical limit conditions (in Ukrainian) |
|
| Author |
Institute of Mathematics of the NAS of Ukraine, 3 Tereshchenkivska St., Kyiv 252601, Ukraine
|
| Abstract |
An analitical representation of an operator semi-group is obtained. This semi-group describes
a Wiener process in the internal points of certain semi-bounded domain and corresponds to the given boundary conditions.
|
| Keywords |
analytical representation, operator semigroup, Wiener process, semi-bounded domain
|
| DOI |
doi:10.30970/ms.2.1.94-100
|
Reference |
1. Вентцель А.Д. О граничных условиях для многомерных диффузионных процессов // Теория вероятностей и ее применения.–1959.– 4, N. 2.–C.172–185.
2. Ладыженская О.А., Солонников В.А., Уральцева Н.Н. Линейные и квазилинейные уравнения параболического типа.– М.: Наука, 1967.–736 с. 3. Портенко Н.И. Обобщенные диффузионные процессы.– Киев: Наук. думка, 1982.–207 с. 4. Kopytko B.I. Diffusion processes with generalized drift vector and diffusion matrix // Proceed. of the sixth USSR-Japan symposium on Probab. theory and math. stat., Kiev, USSR, August 5–10, 1991; P.169–175. Iнститут математики АН України, 252601, Київ, вул.Терещенкiвська, 3 |
| Pages |
94-100
|
| Volume |
2
|
| Issue |
1
|
| Year |
1993
|
| Journal |
Matematychni Studii
|
| Full text of paper | |
| Table of content of issue |