NONHOMOGENEOUS DIFFUSION PROCESSES IN A HALFSPACE WHOSE BEHAVIOUR ON THE BOUNDARY IS DESCRIBED BY GENERAL WENTZEL BOUNDARY CONDITION

ZHANNETA YA. TSAPOVSKA
Theory of Stochastic Processes Vol. 14 (30), no. 2, 2008, pp. 145–154
Using analytical methods, we consider the problem of constructing a nonhomogeneous multidimensional diffusion process in a halfspace with given diffusion characteristics at the inner points and general Wentzel boundary conditions.

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