PASTING OF TWO DIFFUSION PROCESSES ON A LINE WITH NONLOCAL BOUNDARY CONDITIONS

PAVLO KONONCHUK
Theory of Stochastic Processes Vol. 14 (30), no. 2, 2008, pp. 52–59
In this paper, we obtain an integral representation of an operator semigroup that describes the Feller process on a line that is a result of pasting together two diffusion processes with a nonlocal condition of conjugation..


Full version