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2020 One-dimensional diffusion processes with moving membrane: partial reflection in combination with jump-like exit of process from membrane
Bohdan Kopytko, Roman Shevchuk
Electron. J. Probab. 25: 1-21 (2020). DOI: 10.1214/20-EJP443

Abstract

We use analytical methods to construct the two-parameter Feller semigroup associated with a Markov process on a line with a moving membrane such that at the points on both sides of the membrane it coincides with the ordinary diffusion processes given there and its behavior after reaching the membrane is described by a kind of nonlocal Feller-Wentzell conjugation condition.

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Bohdan Kopytko. Roman Shevchuk. "One-dimensional diffusion processes with moving membrane: partial reflection in combination with jump-like exit of process from membrane." Electron. J. Probab. 25 1 - 21, 2020. https://doi.org/10.1214/20-EJP443

Information

Received: 22 February 2019; Accepted: 6 March 2020; Published: 2020
First available in Project Euclid: 31 March 2020

zbMATH: 1441.60061
MathSciNet: MR4089791
Digital Object Identifier: 10.1214/20-EJP443

Subjects:
Primary: 35K20, 60J60

JOURNAL ARTICLE
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