Inhomogeneous diffusion processes on a half-line with jumps on its boundary

R. V. Shevchuk
Theory of Stochastic Processes
Vol.17 (33), no.1, 2011, pp.119-129
By means of the method of classical potential theory, we construct a multiplicative operator family that describes an inhomogeneous diffusion process on a half-line with the Feller-Wentzel boundary condition which corresponds to the absorption and jumps of the process.