Add to ORKGUsing analytical methods we obtain the integral representation of a two-parameter Feller semigroup on a closed interval [r1, r2] corresponding to such a diffusion phenomenon that sticking, partial reflection, absorption and jump phenomena occur at the endpoints r1, r2 and at some interior point r ∈ (r1,r2)
In his seminal work from the 1950s, William Feller classified all one-dimensional diffusions on −∞≤a...
The study of skew diffusion is of primary concern for their implication in the mod-eling and simulat...
The paper deals with the problem of construction of Feller semigroup for one-dimensional inhomogeneo...
Abstract. Using analytical methods we obtain the integral representation of a two-parameter Feller s...
By the method of the classical potential theory, we construct the two-parameter Feller semigroup of ...
By the method of classical potential theory, we obtain the integral representation of the two-parame...
By the method of classical potential theory we obtain an integral representation of the two-paramete...
Feller’s greatest discovery in mathematics was sticky (or slowly reflecting) boundary behaviour of o...
We study the existence of Feller semigroups arising in the theory of multidimensional diffusion proc...
Abstract—We study the existence of Feller semigroups arising in the theory of multidimensional diffu...
In this paper, we obtain an integral representation of an operator semigroup that describes the Fell...
In this paper we consider one-dimensional diffusions with constant coefficients in a finite interval...
In this paper we consider one-dimensional diffusions with constant coefficients in a finite interval...
The existence of Feller semigroups arising in the theory of multidimensional diffusion processes is ...
KeywordsLet X(t) be a time-homogeneous one-dimensional diffusion process defined in I , starting at...
In his seminal work from the 1950s, William Feller classified all one-dimensional diffusions on −∞≤a...
The study of skew diffusion is of primary concern for their implication in the mod-eling and simulat...
The paper deals with the problem of construction of Feller semigroup for one-dimensional inhomogeneo...
Abstract. Using analytical methods we obtain the integral representation of a two-parameter Feller s...
By the method of the classical potential theory, we construct the two-parameter Feller semigroup of ...
By the method of classical potential theory, we obtain the integral representation of the two-parame...
By the method of classical potential theory we obtain an integral representation of the two-paramete...
Feller’s greatest discovery in mathematics was sticky (or slowly reflecting) boundary behaviour of o...
We study the existence of Feller semigroups arising in the theory of multidimensional diffusion proc...
Abstract—We study the existence of Feller semigroups arising in the theory of multidimensional diffu...
In this paper, we obtain an integral representation of an operator semigroup that describes the Fell...
In this paper we consider one-dimensional diffusions with constant coefficients in a finite interval...
In this paper we consider one-dimensional diffusions with constant coefficients in a finite interval...
The existence of Feller semigroups arising in the theory of multidimensional diffusion processes is ...
KeywordsLet X(t) be a time-homogeneous one-dimensional diffusion process defined in I , starting at...
In his seminal work from the 1950s, William Feller classified all one-dimensional diffusions on −∞≤a...
The study of skew diffusion is of primary concern for their implication in the mod-eling and simulat...
The paper deals with the problem of construction of Feller semigroup for one-dimensional inhomogeneo...