On a Diffusion Process on a Half-Line With Feller--Wentzel Boundary Condition That Corresponds to Reflection and Jumps

P. P. Kononchuk, B. I. Kopytko
Theory of Stochastic Processes
Vol.16 (32), no.2, 2010, pp.69-76
An operator semigroup that describes a diffusion process on a half-line such that its behavior on a boundary is defined by the Feller--Wentzel boundary condition with the integral term is constructed using classical potential theory.