By the method of classical potential theory, we obtain the integral representation of the two-parameter operator semigroup that describes the inhomogeneous Feller process on a closed interval [ r1,r2 ] that is a result of pasting together two diffusion processes given on ( r1,r, ) and ( r, r2 ), respectively, where - ∞ < r1 < r < r2 <∞
Feller’s greatest discovery in mathematics was sticky (or slowly reflecting) boundary behaviour of o...
A comprehensive outline is presented for obtaining the Laplace transforms of the transition probabil...
For the Wiener, Ornstein–Uhlenbeck, and Feller processes, we study the transition probability densit...
By the method of the classical potential theory, we construct the two-parameter Feller semigroup of ...
Using analytical methods we obtain the integral representation of a two-parameter Feller semigroup o...
Abstract. Using analytical methods we obtain the integral representation of a two-parameter Feller s...
By the method of classical potential theory we obtain an integral representation of the two-paramete...
In this paper, we obtain an integral representation of an operator semigroup that describes the Fell...
By means of the methods of classic potential theory the multiplicative operator family is constructe...
Abstract—We study the existence of Feller semigroups arising in the theory of multidimensional diffu...
We study the existence of Feller semigroups arising in the theory of multidimensional diffusion proc...
The existence of Feller semigroups arising in the theory of multidimensional diffusion processes is ...
A time-inhomogeneous Feller-type diffusion process with linear infinitesimal drift α(t)x + β(t) and ...
The paper deals with the problem of construction of Feller semigroup for one-dimensional inhomogeneo...
A class of diffusion processes with instantaneous reflection on the hyperplanes of an orthant is con...
Feller’s greatest discovery in mathematics was sticky (or slowly reflecting) boundary behaviour of o...
A comprehensive outline is presented for obtaining the Laplace transforms of the transition probabil...
For the Wiener, Ornstein–Uhlenbeck, and Feller processes, we study the transition probability densit...
By the method of the classical potential theory, we construct the two-parameter Feller semigroup of ...
Using analytical methods we obtain the integral representation of a two-parameter Feller semigroup o...
Abstract. Using analytical methods we obtain the integral representation of a two-parameter Feller s...
By the method of classical potential theory we obtain an integral representation of the two-paramete...
In this paper, we obtain an integral representation of an operator semigroup that describes the Fell...
By means of the methods of classic potential theory the multiplicative operator family is constructe...
Abstract—We study the existence of Feller semigroups arising in the theory of multidimensional diffu...
We study the existence of Feller semigroups arising in the theory of multidimensional diffusion proc...
The existence of Feller semigroups arising in the theory of multidimensional diffusion processes is ...
A time-inhomogeneous Feller-type diffusion process with linear infinitesimal drift α(t)x + β(t) and ...
The paper deals with the problem of construction of Feller semigroup for one-dimensional inhomogeneo...
A class of diffusion processes with instantaneous reflection on the hyperplanes of an orthant is con...
Feller’s greatest discovery in mathematics was sticky (or slowly reflecting) boundary behaviour of o...
A comprehensive outline is presented for obtaining the Laplace transforms of the transition probabil...
For the Wiener, Ornstein–Uhlenbeck, and Feller processes, we study the transition probability densit...