The nonlocal boundary value problem for one-dimensional backward Kolmogorov equation and associated semigroup
This paper is devoted to a partial differential equation approach to the problem of construction of Feller semigroups associated with one-dimensional diffusion processes with boundary conditions in theory of stochastic processes. In this paper we investigate the boundary-value problem for a one-dime...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Vasyl Stefanyk Precarpathian National University
2019-12-01
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| Series: | Karpatsʹkì Matematičnì Publìkacìï |
| Subjects: | |
| Online Access: | https://journals.pnu.edu.ua/index.php/cmp/article/view/2124 |