Multidimensional diffusion process with partial reflection on a fixed hyperplane and with generalized diffusion characteristics

A. F. Novosyadlo

Ivan Franko National University, Department of Higher Mathematics, 1, Universytetska Str., Lviv 79602, Ukraine

Abstract: We investigate the problem on pasting two parts of a diffusion process with variable coefficients on a hyperplane with additional conjugation condition of the Wentzel type given on it. A semigroup of operators that describe the unknown generalized diffusion process is obtained by using the method of classical potential theory.

Keywords: Diffusion process, generalized characteristics, analytical methods.

MSC: 60J60

Language: English

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