THE PROBLEM OF PASTING TOGETHER TWO DIFFUSION PROCESSES AND CLASSICAL POTENTIALS

BOHDAN I.KOPYTKO AND MYKOLA I.PORTENKO

Theory of Stochastic Processes Vol.15 (31), no.2, 2009, pp.126-139


The paper is a survey of some analytical methods for constructing a diffusion process in ${\mathbb R}^d$ that is a result of pasting together two diffusion processes. It is an exposition in written of a lecture that the authors delivered at one of the plenary sessions of the Conference ``Stochastic analysis and random dynamics'' which held in Lviv, June 14--20, 2009.