Semigroups of operators that describe a Feller process on the line, which is the result of pasting together two diffusion processes

We use the method of the classical potential theory to construct the semigroup of operators that describe a Feller process on the line by pasting together two diffusion processes that satisfy a nonlocal Feller-Wentzell type condition for the pasting.

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Bibliographic Details
Published in:Theory of probability and mathematical statistics 2012, Vol.84, p.87-97
Main Authors: Kononchuk, P. P., Kopytko, B. I.
Format: Article
Language:English
Online Access:Get full text
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Summary:We use the method of the classical potential theory to construct the semigroup of operators that describe a Feller process on the line by pasting together two diffusion processes that satisfy a nonlocal Feller-Wentzell type condition for the pasting.
ISSN:0094-9000
1547-7363
DOI:10.1090/S0094-9000-2012-00868-5