A MULTIDIMENSIONAL MODEL OF THE DIFFUSION PROCESS WITH MEMBRANE WHOSE PROPERTIES ARE DESCRIBED BY A GENERAL WENTZEL BOUNDARY CONDITION

BOHDAN I. KOPYTKO AND ZHANNETA YA. TSAPOVS’KA

Theory of Stochastic Processes Vol. 12 (28), no. 1–2, 2006, pp. 77–86

By methods of the general potential theory, a semigroup of operators is constructed that describes a multidimensional diffusion process with membrane located on a given hypersurface, whose properties are determined by a general Wentzel boundary condition.

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